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 31, 2012

Scan 30 Mar 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
DIGILAND INTERNATIONAL LTDLong3/30/20120.0035095100029.412625
MACARTHURCOOK PROP SEC FUNDLong3/30/20120.11514100053.79909
S I2I LIMITEDLong3/30/20120.033305500023.42118
SEMBCORP MARINE LTDLong3/30/20125.28758500020.472825
SINGAPORE REINSURANCE COR LTDLong3/30/20120.2622900024.014946
ASCOTT RESIDENCE TRUSTShort3/30/20121.065136900021.822126
FORTUNE REAL ESTATE INV TRUSTShort3/30/20123.8677800042.992329
OCEANUS GROUP LIMITEDShort3/30/20120.083181300035.252224
TELEDATA (SINGAPORE) LTDShort3/30/20120.01322000025.763031
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