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 9, 2011

Scan 8 Dec 11

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ADVANCED HOLDINGS LTD.Long12/8/20110.1214500025.55536
MERMAID MARITIME PUBLIC CO LTDLong12/8/20110.24510200024.063129
SABANA SHARI'AH COMPLIANT REITLong12/8/20110.8985300021.041913
SUNSHINE HOLDINGS LIMITEDLong12/8/20110.06166000021.73433
EASTGATE TECHNOLOGY LTDShort12/8/20110.036348500029.532526
FRASER AND NEAVE LIMITEDShort12/8/20116.06419500022.852030
HO BEE INVESTMENT LIMITEDShort12/8/20111.14166400036.661637
M DEVELOPMENT LTD.Short12/8/20110.02820000026.934357
SINGAPORE PRESS HLDGS LTDShort12/8/20113.7524500023.411641
SUNVIC CHEMICAL HOLDINGS LTDShort12/8/20110.495197000022.092326

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