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

Tuesday, November 1, 2011

Scan 1 Nov 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASIA FASHION HOLDINGS LIMITEDLong11/1/20110.04915100029.115446
CHT (HOLDINGS) LTD.Long11/1/20110.171196300031.597327
ASCOTT RESIDENCE TRUSTShort11/1/20111.0183500029.082728
CAMBRIDGE INDUSTRIAL TRUSTShort11/1/20110.465175000024.682529
CHINA MINZHONG FOOD CORP LTDShort11/1/20110.965182100023.692829
CONSCIENCEFOOD HOLDING LIMITEDShort11/1/20110.1820200020.53436
CSE GLOBAL LTDShort11/1/20110.8111500024.323237
DBS GROUP HOLDINGS LTDShort11/1/201111.98497900021.712733
FRASERS COMMERCIAL TRUSTShort11/1/20110.76593300027.212435
MACQUARIE INT'L INFRA FUND LTDShort11/1/20110.49558200020.242324
MEWAH INTERNATIONAL INC.Short11/1/20110.415180300023.012630
OUHUA ENERGY HOLDINGS LIMITEDShort11/1/20110.03114700027.532375
OVERSEA-CHINESE BANKING CORPShort11/1/20118.17503000020.872428
OVERSEAS UNION ENTERPRISE LTDShort11/1/20112.22155800024.252329
PTERIS GLOBAL LIMITEDShort11/1/20110.11113100021.473439
SABANA SHARI'AH COMPLIANT REITShort11/1/20110.8849800020.982127
SUNTEC REAL ESTATE INV TRUSTShort11/1/20111.1751175300024.433334

No comments: