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

Saturday, November 17, 2012

Scan 16 Nov 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AUSSINO GROUP LTDLong11/16/20120.1251615600032.783323
DAIRY FARM INT'L HOLDINGS LTDLong11/16/201210.8817550024.63125
HEALTH MANAGEMENT INTL LTDLong11/16/20120.11312500038.325334
JARDINE MATHESON HLDGS LTDLong11/16/201258.8420040024.332522
LEY CHOON GROUP HLDG LIMITEDLong11/16/20120.19547100026.324327
M DEVELOPMENT LTD.Long11/16/20120.00930000022.95139
MFS TECHNOLOGY LTDLong11/16/20120.10511000037.993632
ANNAIK LIMITEDShort11/16/20120.0816400032.924951
CAPITAMALLS ASIA LIMITEDShort11/16/20121.751174000045.442225
ELITE KSB HOLDINGS LIMITEDShort11/16/20120.22122000041.721671

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