ADX stands for average directional index. Its value ranges from 0 to 100.

As its name implies ADX is used to measure directional movement. Its value is derived from 2 other indicators +DI and -DI.

In this blog, I will provide list of Singapore Market Stocks based on
1. 13 Period ADX > 20
2. 13 Period +DI crosses over -DI.
3. 13 Period +DI crosses under -DI.
4. Volume trade > 100,000 shares

One important thing to note is I am using freely available stock price information for computing the ADX indicator. The price information is not adjusted for stock dividends and split.

Links
Singapore RSI Scanner
Singapore MACD Scanner
Singapore Trend Analysis
Singapore Trading System

Thursday, October 13, 2011

Scan 12 Oct 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ARA ASSET MANAGEMENT LIMITEDLong10/12/20111.395900037.853432
CAPITAMALLS ASIA LIMITEDLong10/12/20111.251079100021.62622
CHINA XLX FERTILISER LTD.Long10/12/20110.29569400034.433328
COSCO CORPORATION (S) LTDLong10/12/20111.0251793800037.092924
DBXT MSCI INDONESIA ETF 10Long10/12/201114.124480027.413534
ERATAT LIFESTYLE LIMITEDLong10/12/20110.1310700028.343330
GEMS TV HOLDINGS LIMITEDLong10/12/20110.00986200020.094742
LANTROVISION (S) LTDLong10/12/20110.028150200023.865732
LMA INTERNATIONAL N.V.Long10/12/20110.29526000032.714338
PACIFIC HEALTHCARE HLDGS LTDLong10/12/20110.13142000020.634634
RAMBA ENERGY LIMITEDLong10/12/20110.41523000023.272824
ROXY-PACIFIC HOLDINGS LIMITEDLong10/12/20110.39523400025.724534
STRACO CORPORATION LIMITEDLong10/12/20110.162122000234240
STRATECH SYSTEMS LIMITEDLong10/12/20110.01740000031.894440
UNITED OVERSEAS BANK LTDLong10/12/201117.64313000025.522624
UOB-KAY HIAN HOLDINGS LIMITEDLong10/12/20111.5516500021.622418
FIRST REAL ESTATE INV TRUSTShort10/12/20110.7712600026.653032
GENTING SINGAPORE PLCShort10/12/20111.59510171200022.562831
GLOBAL TESTING CORPORATION LTDShort10/12/20110.05104000022.93943
LHT HOLDINGS LIMITEDShort10/12/20110.07510700021.234053
SURFACE MOUNT TECH (HLDGS) LTDShort10/12/20110.05517000020.233354

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