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, July 12, 2013

Scan 11 Jul 13

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CAPITAMALLS ASIA LIMITEDLong7/11/20131.925941500030.583329
CEI CONTRACT MANUFACTURING LTDLong7/11/20130.10220100032.965740
COSMOSTEEL HOLDINGS LIMITEDLong7/11/20130.42334200020.722723
FTSECHINAA50 9800 MBECW130829Long7/11/20130.00520300038.075442
HONG FOK CORPORATION LTDLong7/11/20130.757100020.852827
HUTCHISON PORT HOLDINGS TRUSTLong7/11/20130.7551055500035.442322
IS MSCI INDIA 100Long7/11/20135.84120890025.942725
KEPCORP MB ECW130902Long7/11/20130.099416000029.912726
KEPPEL LAND LIMITEDLong7/11/20133.59376900034.733224
LIONGOLD CORP LTD W151217Long7/11/20130.1462000021.773735
OCBC BK MB ECW131101Long7/11/20130.06347000036.943631
OVERSEA-CHINESE BANKING CORPLong7/11/201310.38652700034.093224
OVERSEAS UNION ENTERPRISE LTDLong7/11/20132.85466400034.083124
POPULAR HOLDINGS LIMITEDLong7/11/20130.2854100031.262723
SABANA SHARI'AH COMPLIANT REITLong7/11/20131.195232400020.52625
SINGAPORE EXCHANGEMBECW131101Long7/11/20130.07100000024.443231
SINGAPORE TECH ENGINEERING LTDLong7/11/20134.2293500022.143024
SINGTEL MB ECW131202Long7/11/20130.08549000023.824430
TOP GLOBAL LIMITED W150929Long7/11/20130.005629700040.75834
UOL GROUP LIMITEDLong7/11/20136.89124500025.613122
EZION BP ECW131002Short7/11/20130.035100000039.124951
FTSECHINAA50 7200 MBEPW131030Short7/11/20130.09215600037.854055
HSI 21400 BP EPW130829Short7/11/20130.096309300028.573553
JADASON ENTERPRISES LTDShort7/11/20130.0514500024.644142
SINGTEL MB EPW131202Short7/11/20130.04827000060.523364

No comments: