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

Wednesday, July 4, 2012

Scan 3 Jul 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
HUTCHISON PORT HLDGS TRUST S$Long7/3/20120.955147000021.654021
MACQUARIE INT'L INFRA FUND LTDLong7/3/20120.54140100028.552221
MIDAS HLDGS LIMITEDLong7/3/20120.3055392200026.082314
NEW TOYO INT HLDGS LTDLong7/3/20120.28520200023.684742
SEMBCORP MARINE MB ECW121001Long7/3/20120.036199000032.336433
WORLD PRECISION MACHINERY LTDLong7/3/20120.45530000023.663937
CAPITAMALLASTRS$400M3.8%220112Short7/3/20121.00559500021.632750
IPC CORPORATION LIMITEDShort7/3/20120.129197200024.992235
SINGAPORE POST LIMITEDShort7/3/20121.035711600031.622123
SUPER GROUP LTD.Short7/3/20122.08106900032.922728
YHI INTERNATIONAL LIMITEDShort7/3/20120.31525000020.423439

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