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, March 24, 2012

Scan 23 Mar 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
K-REIT ASIALong3/23/20120.9433000023.412117
SHANGHAI ASIA HOLDINGS LIMITEDLong3/23/20120.19113500025.494642
BIOSENSORS INT'L GROUP LTD.Short3/23/20121.475348100022.532426
DATAPULSE TECHNOLOGY LIMITEDShort3/23/20120.1941100020.23132
MACQUARIE INT'L INFRA FUND LTDShort3/23/20120.575342600028.982024
SAKAE HOLDINGS LTD.Short3/23/20120.2215700039.144244
SEMBCORP MARINE LTDShort3/23/20125.23553500028.32629
VALUETRONICS HOLDINGS LIMITEDShort3/23/20120.22582900025.783538
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