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

Monday, June 11, 2012

Scan 11 Jun 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ARMSTRONG INDUSTRIAL CORP LTDLong6/11/20120.26526600028.83529
CAPITALAND LIMITEDLong6/11/20122.681203800037.353123
DBXT MSCI RUSSIA CAP 25 ETF 10Long6/11/20122.7318400041.344338
EZION HOLDINGS LIMITEDLong6/11/20120.81978600034.673225
GUOCOLEISURE LIMITEDLong6/11/20120.57520900033.532822
KEPPEL LAND LIMITEDLong6/11/20122.96378800021.912723
LIAN BENG GROUP LTDLong6/11/20120.35557500026.542320
LYXOR ETF RUSSIA 10Long6/11/20123.6815500055.025346
ORCHARD PARADE HOLDINGS LTDLong6/11/20121.6251600021.793024
SHENG SIONG GROUP LTDLong6/11/20120.415510100040.152622
SINGAPORE EXCHANGE LIMITEDLong6/11/20126.2798800030.473025
TEXCHEM-PACK HOLDINGS (S) LTD.Long6/11/20120.08817500028.46037
TUAN SING HOLDINGS LIMITEDLong6/11/20120.2730800034.632119
YING LI INTL REAL ESTATE LTDLong6/11/20120.265295500029.332018
AZEUS SYSTEMS HOLDINGS LTD.Short6/11/20120.07712200038.114247
IS MSCI INDIA 100Short6/11/20124.1933080029.471542
TREK 2000 INT'L LTDShort6/11/20120.30584400028.023757
WEIYE HOLDINGS LIMITEDShort6/11/20120.07228900040.022665

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