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

Tuesday, November 13, 2012

Scan 12 Nov 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CAMBRIDGE INDUSTRIAL TRUSTLong11/12/20120.65132500027.682017
CORDLIFE GROUP LIMITEDLong11/12/20120.53124800021.92420
DYNA-MAC HOLDINGS LTD.Long11/12/20120.48476700028.272218
ECS HOLDINGS LIMITEDLong11/12/20120.4553300023.324437
JAYA HOLDINGS LTDLong11/12/20120.595299000021.374217
YHI INTERNATIONAL LIMITEDLong11/12/20120.3211500024.464438
BIOSENSORS MB EPW130103Short11/12/20120.03825000053.73199
CH OFFSHORE LTDShort11/12/20120.46552300058.432447
GENTING SPS$500M5.125% PERPSECShort11/12/20121.0214100025.842432
HUTCHISON PORT HOLDINGS TRUSTShort11/12/20120.7652301200027.192224
IHH HEALTHCARE BERHADShort11/12/20121.2670900022.562029
MANDARIN ORIENTAL INTL LTDShort11/12/20121.488700027.382038
MIRACH ENERGY LIMITEDShort11/12/20120.06512700021.853537
SHANGHAI TURBO ENTERPRISES LTDShort11/12/20120.0823000032.113746
SIN HENG HEAVY MACHINERY LTDShort11/12/20120.253100027.661923
SUNTEC REAL ESTATE INV TRUSTShort11/12/20121.545550700036.251921
THAI BEVERAGE PUBLIC CO LTDShort11/12/20120.411217500033.792022
TRANSPAC INDUSTRIAL HLDGS LTDShort11/12/20121.42537400034.891164
YING LI INTL REAL ESTATE LTDShort11/12/20120.335118400025.131116

No comments: