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

Friday, November 11, 2011

Scan 10 Nov 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CMZ HOLDINGS LTD.Long11/10/20110.18960200023.267030
CREATIVE MASTER BERMUDA LTDLong11/10/20110.0515300046.418315
EUROPTRONIC GROUP LTDLong11/10/20110.02530700020.224626
ASPIAL CORPORATION LIMITEDShort11/10/20110.2610200029.413437
CHINA ENVIRONMENT LTD.Short11/10/20110.12518700021.931719
DEVOTION ENERGY GROUP LIMITEDShort11/10/20110.07515000033.764158
INNOTEK LIMITEDShort11/10/20110.3644000030.853435
KENCANA AGRI LIMITEDShort11/10/20110.3317200022.933235
K-REIT ASIAShort11/10/20111.015877000292730
PENGUIN INTERNATIONAL LIMITEDShort11/10/20110.07251100027.043132
SEMBCORP INDUSTRIES LTDShort11/10/20114.18319800020.182427
SIM LIAN GROUP LIMITEDShort11/10/20110.4945900028.593342
SWIBER HOLDINGS LIMITEDShort11/10/20110.59418600021.492527
TRANSPAC INDUSTRIAL HLDGS LTDShort11/10/20111.6611800022.942934
WILMAR INTERNATIONAL LIMITEDShort11/10/20115.171792900022.782730

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