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, September 18, 2015

Scan 18 Sep 15

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
AMARA HOLDINGS LTDLong9/18/20150.4510710033.653938
CAMBRIDGE INDUSTRIAL TRUSTLong9/18/20150.625426140021.482017
CAPITALAND MALL TRUSTLong9/18/20151.8851825340029.382721
CDL HOSPITALITY TRUSTSLong9/18/20151.355139200044.612419
CENTURION CORPORATION LIMITEDLong9/18/20150.4383330033.712119
CHUAN HUP HOLDINGS LIMITEDLong9/18/20150.33589700025.913021
FORTUNE REAL ESTATE INV TRUSTLong9/18/20157.5448150030.43528
FRASERS CENTREPOINT TRUSTLong9/18/20151.9223410020.072623
FRASERS COMMERCIAL TRUSTLong9/18/20151.34316990024.382820
FRASERS HOSPITALITY TRUSTLong9/18/20150.7577770038.442120
HONG LEONG ASIA LTD.Long9/18/20150.92114330038.722421
HONGKONG LAND HOLDINGS LIMITEDLong9/18/20156.76444600029.552422
LIPPO MALLS INDO RETAIL TRUSTLong9/18/20150.335214060023.662019
M1 LIMITEDLong9/18/20153.01153590026.232621
MANDARIN ORIENTAL INTL LTDLong9/18/20151.7148180024.915024
NOL MB ECW160601Long9/18/20150.041130000021.986038
PARKWAYLIFE REITLong9/18/20152.348970022.642319
SEMBCORP MARINE LTDLong9/18/20152.4343330024.122520
SING HOLDINGS LIMITEDLong9/18/20150.29510860034.953224
SINGAPORE TECH ENGINEERING LTDLong9/18/20152.97295880020.792822
SOILBUILD BUSINESS SPACE REITLong9/18/20150.815147740022.672917
SUPER GROUP LTD.Long9/18/20150.83163600037.662722
TUAN SING HOLDINGS LIMITEDLong9/18/20150.31519340035.592624
WING TAI HLDGS LTDLong9/18/20151.715180260040.913222
KEPCORP MB EPW160201Short9/18/20150.119224000023.523437
SINGAPORE PRESS HLDGS LTDShort9/18/20153.86405560023.712123
SINGTEL MB EPW151102Short9/18/20150.04680000036.624149
TIGER AIRWAYS HOLDINGS LIMITEDShort9/18/20150.27419200025.071921

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