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

Saturday, December 3, 2011

Scan 2 Dec 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AMTEK ENGINEERING LTDLong12/2/20110.5851025500044.643629
HOE LEONG CORPORATION LTD.Long12/2/20110.1712000027.984741
IS MSCI INDIA 100Long12/2/20115.6927570021.853231
SP AUSNETLong12/2/20111.26539200025.813936
CHINA JISHAN HOLDINGS LIMITEDShort12/2/20110.0614200050.471782
CHINA SPORTS INTL LIMITEDShort12/2/20110.04850000021.243340
EZRA HOLDINGS LIMITEDShort12/2/20110.91182600020.762629
HOR KEW CORPORATION LIMITEDShort12/2/20110.04218000026.224649
SERIAL SYSTEM LTDShort12/2/20110.10673100031.273132
SINGAPORE EXCHANGE LIMITEDShort12/2/20116.3132500021.442627
TT INTERNATIONAL LIMITEDShort12/2/20110.01252000040.141882

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