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, July 30, 2012

Scan 27 Jul 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
GENTING SPS$500M5.125% PERPSECLong7/27/20121.00559200025.512320
MDR LIMITEDLong7/27/20120.0112296900030.321714
SEMBCORP MARINE LTDLong7/27/20124.82325900020.812221
TECHCOMP (HOLDINGS) LIMITEDLong7/27/20120.4515000051.186723
UNITED ENVIROTECH LTDLong7/27/20120.31534100020.142822
ASJ HOLDINGS LTDShort7/27/20120.0320000023.124950
AUSSINO GROUP LTDShort7/27/20120.131453900029.692528
CSE GLOBAL LTDShort7/27/20120.8216300026.762244
GUOCOLEISURE LIMITEDShort7/27/20120.575149000023.791921
XINREN ALUMINUM HOLDINGS LTDShort7/27/20120.28514600020.012324
XMH HOLDINGS LTD.Short7/27/20120.1931800030.093435

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