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 13 Oct 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AMTEK ENGINEERING LTDLong10/13/20110.66147600021.032624
CAPITACOMMERCIAL TRUSTLong10/13/20111.11436500038.333027
CHINA FIBRETECH LTD.Long10/13/20110.049401500022.313735
CHINA PAPER HOLDINGS LIMITEDLong10/13/20110.08130800035.943633
DAPAI INTL HLDG CO. LTD.Long10/13/20110.058246800025.433330
FORTUNE REAL ESTATE INV TRUSTLong10/13/20113.5548500031.762523
FRASER AND NEAVE LIMITEDLong10/13/20115.87307000020.62220
FUNG CHOI MEDIA GROUP LIMITEDLong10/13/20110.10545100030.854825
GENTING SINGAPORE PLCLong10/13/20111.611076900021.213229
GLOBAL TESTING CORPORATION LTDLong10/13/20110.05218800022.224534
GUOCOLAND LIMITEDLong10/13/20111.8526900020.832724
HONG LEONG ASIA LTD.Long10/13/20111.6257500029.943128
INDOFOOD AGRI RESOURCES LTD.Long10/13/20111.315436700023.392725
IS MSCI INDIA 100Long10/13/20116.1161900029.23125
LIANG HUAT ALUMINIUM LTDLong10/13/20110.009719400024.195032
M DEVELOPMENT LTD.Long10/13/20110.02655100037.287030
MERMAID MARITIME PUBLIC CO LTDLong10/13/20110.27571200027.174327
ORCHARD PARADE HOLDINGS LTDLong10/13/20111.39561700031.133431
OTTO MARINE LIMITEDLong10/13/20110.13569300030.173422
PACIFIC ANDES RESOURCES DEVLTDLong10/13/20110.21324600023.112317
PEC LTD.Long10/13/20110.8262900034.043225
PEOPLE'S FOOD HOLDINGS LIMITEDLong10/13/20110.66212700025.082622
SAKARI RESOURCES LIMITEDLong10/13/20112.271586700029.653027
SC GLOBAL DEVELOPMENTS LTDLong10/13/20111.08118400025.53231
SEMBCORP MARINE LTDLong10/13/20113.891661800035.373025
SING HOLDINGS LIMITEDLong10/13/20110.2847600032.083231
THAKRAL CORPORATION LTDLong10/13/20110.02523800021.63833
TIONG WOON CORP HOLDING LTDLong10/13/20110.2239400039.922928
VENTURE CORPORATION LIMITEDLong10/13/20116.9931800040.433231
YING LI INTL REAL ESTATE LTDLong10/13/20110.2551278000031.152824
YONG XIN INTL HOLDINGS LTD.Long10/13/20110.03710600034.995937
HU AN CABLE HOLDINGS LTD.Short10/13/20110.2215300046.872529
PAN HONG PROPERTY GROUP LTDShort10/13/20110.3310400023.182372
SINGAPORE POST LIMITEDShort10/13/20111.02325800024.821929

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