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 16, 2012

Scan 15 Nov 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CACOLA FURNITURE INTL LIMITEDLong11/15/20120.02730100027.426037
EUROPTRONIC GROUP LTDLong11/15/20120.016399300023.193836
OCEAN SKY INTERNATIONAL LTDLong11/15/20120.134135400021.433129
STI 2800 MB EPW130131Long11/15/20120.02315000039.445543
ASCOTT RESIDENCE TRUSTShort11/15/20121.27127100022.341721
ASPIAL CORPORATION LIMITEDShort11/15/20120.415248500022.462331
BUMITAMA AGRI LTD.Short11/15/20121.035635000022.041920
CAMBRIDGE INDUSTRIAL TRUSTShort11/15/20120.64342900025.551624
CITYSPRING INFRASTRUCT TRUSTShort11/15/20120.43191300026.121217
CORDLIFE GROUP LIMITEDShort11/15/20120.515189300020.12224
DBS GROUP HOLDINGS LTDShort11/15/201213.79438100026.862023
EZION MB ECW130603Short11/15/20120.10331500020.774547
GLOBAL LOGISTIC PROP LIMITEDShort11/15/20122.593553400033.912632
GLOBAL PALM RESOURCES HLGS LTDShort11/15/20120.19511900024.612948
LYXOR MSCI TAIWAN INDEX FUND10Short11/15/20120.90620200036.113656
MFS TECHNOLOGY LTDShort11/15/20120.123500040.662942
RICKMERS MARITIMEShort11/15/20120.3411400030.752332
SAIZEN REAL ESTATE INV TRUSTShort11/15/20120.1788800023.922021
TA CORPORATION LTDShort11/15/20120.34118200029.893031
TIONG WOON CORP HOLDING LTDShort11/15/20120.26548800023.772528

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