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

Friday, November 2, 2012

Scan 1 Nov 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CASA HOLDINGS LIMITEDLong11/1/20120.12510500026.124835
CSC HOLDINGS LTDLong11/1/20120.1115900022.133527
GLOBALLOGISTICPROPMBECW130603Long11/1/20120.04660000021.946929
MDR LIMITEDLong11/1/20120.009576900027.291411
TUAN SING HOLDINGS LIMITEDLong11/1/20120.305364000023.571715
AMTEK ENGINEERING LTDShort11/1/20120.57533700031.631733
GUOCOLEISURE LIMITEDShort11/1/20120.61144600024.292428
JES INTERNATIONAL HOLDINGS LTDShort11/1/20120.14333900026.782832
MAPLETREE COMMERCIAL TRUSTShort11/1/20121.18323000048.232129
PEC LTD.Short11/1/20120.6922600033.832122
SING HOLDINGS LIMITEDShort11/1/20120.3828000027.672931
YONGNAM HOLDINGS LTD W121214Short11/1/20120.004173400028.733134

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