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, December 14, 2013

Scan 13 Dec 13

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASJ HOLDINGS LTDLong12/13/20130.03520200039.344936
CNA GROUP LTD.Long12/13/20130.132990500022.042822
COSCO CORPORATION (S) LTDLong12/13/20130.74449500028.312218
LIFEBRANDZ LTD.Long12/13/20130.009105200026.452817
NEXT-GEN SATELLITE COMM LTDLong12/13/20130.005380100028.992723
SINGAPORE REINSURANCE COR LTDLong12/13/20130.25528800021.155042
VARD HOLDINGS LIMITEDLong12/13/20130.82254600028.132421
GENTING SIN MB ECW150102Short12/13/20130.092151200093.471882
GLOBAL PALM RESOURCES HLGS LTDShort12/13/20130.15312000020.534252
HAFARY HOLDINGS LIMITEDShort12/13/20130.205250300021.672149
JADASON ENTERPRISES LTDShort12/13/20130.05150200029.622127
LYXOR JAPAN (TOPIX) FUND 10Short12/13/20131.18833224052.271881
SOUND GLOBAL LTD.Short12/13/20130.7167000033.241215
SPH REITShort12/13/20130.98540800038.721012

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