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, October 24, 2012

Scan 24 Oct 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AVIC INTL INVESTMENTS LIMITEDLong10/24/20120.19811100023.643929
CDL HOSPITALITY TRUSTSLong10/24/20122.04135400025.691916
FORTUNE REAL ESTATE INV TRUSTLong10/24/2012697700025.432723
SWEE HONG LIMITEDLong10/24/20120.271045500022.692819
ASCENDAS REAL ESTATE INV TRUSTShort10/24/20122.4941200026.222026
FTSECHINAA50 8000 MBECW130130Short10/24/20120.046155000021.193940
HOTEL PROPERTIES LTDShort10/24/20122.752300020.882123
HSI 18000 MB EPW130627Short10/24/20120.03212000032.54496
MARCO POLO MARINE LTD.Short10/24/20120.33540700029.032729
NOBLE GROUP MB ECW130201Short10/24/20120.049130000020.672834
NOL MB ECW121203Short10/24/20120.043145000020.934147
PSL HOLDINGS LTDShort10/24/20120.275631600025.441920
SMRT CORPORATION LTDShort10/24/20121.745101800031.772028
UMS HOLDINGS LIMITEDShort10/24/20120.4277800033.142223

No comments: