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, November 7, 2012

Scan 6 Nov 12

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
COSCO CORPORATION (S) LTDLong11/6/20120.91509300041.512423
GENTING SPS$500M5.125% PERPSECLong11/6/20121.01810700031.133027
GLOBAL TESTING CORPORATION LTDLong11/6/20120.06750000025.935741
M DEVELOPMENT LTD.Long11/6/20120.00950000027.874834
PERENNIAL CHINA RETAIL TRUSTLong11/6/20120.5389400026.883318
THAKRAL CORPORATION LTDLong11/6/20120.03717000021.432624
AZTECH GROUP LTD.Short11/6/20120.10311400026.583337
BBR HOLDINGS (S) LTDShort11/6/20120.2425600041.023239
CHANGJIANG FERTILIZER HLGS LTDShort11/6/20120.08749100061.922464
L.C.DEVELOPMENT LTDShort11/6/20120.14891400034.882541
MERMAID MARITIME PUBLIC CO LTDShort11/6/20120.335140900034.242834
SINGAPORE POST LIMITEDShort11/6/20121.135646000036.761626

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