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, December 2, 2011

Scan 1 Dec 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
EZRA HOLDINGS LIMITEDLong12/1/20110.89408400022.082928
FIRST RESOURCES LIMITEDLong12/1/20111.495162800025.092524
LYXOR HANG SENG INDEX FUND 10Long12/1/20112.4412000026.325639
SAMKO TIMBER LIMITEDLong12/1/20110.11213600025.754037
SERIAL SYSTEM LTDLong12/1/20110.10710100033.713331
SINGAPORE EXCHANGE LIMITEDLong12/1/20116.3201600023.062826
SWIBER HOLDINGS LIMITEDLong12/1/20110.5451006600022.872625
UNITED ENVIROTECH LTDLong12/1/20110.33642600024.32322
MIYOSHI PRECISION LIMITEDShort12/1/20110.07230100034.853255
TOTAL ACCESS COMM PUB CO LTDShort12/1/20112.5220140020.374150

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