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

Thursday, May 17, 2012

Scan 16 May 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AMPLEFIELD LIMITEDShort5/16/20120.01721000021.664346
CH OFFSHORE LTDShort5/16/20120.40567000033.882426
CITYSPRING INFRASTRUCT TRUSTShort5/16/20120.38139100021.51824
FRASER AND NEAVE LIMITEDShort5/16/20126.57265600020.332129
JOYAS INTERNATIONAL HLDGS LTDShort5/16/20120.0220000025.173659
KENCANA AGRI LIMITEDShort5/16/20120.34539600024.321821
PACIFIC CENTURY REGIONAL DEVTSShort5/16/20120.16573500025.881822
SUNTEC REAL ESTATE INV TRUSTShort5/16/20121.31366900037.312225
UNITED FOOD HOLDINGS LIMITEDShort5/16/20120.05354000020.743642
VIZ BRANZ LIMITEDShort5/16/20120.49510500020.882834

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