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, December 10, 2008

Scan 10 Dec 08

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ALANTAC TECHNOLOGY LTD.Long10-Dec-080.0425000029.423728
ALLGREEN PROPERTIES LTDLong10-Dec-080.42433200031.22320
CHINA HONGCHENG HOLDINGS LTDLong10-Dec-080.0468200029.913428
COURAGE MARINE GROUP LIMITEDLong10-Dec-080.125244700020.283534
DBS GROUP HOLDINGS LTDLong10-Dec-089.991923700035.152625
DEVOTION ENERGY GROUP LIMITEDLong10-Dec-080.0512500029.854023
FEDERAL INT(2000) LTDLong10-Dec-080.15360200033.663128
FIBRECHEM TECHNOLOGIES LIMITEDLong10-Dec-080.26545900022.942624
FRASERS COMMERCIAL TRUSTLong10-Dec-080.25113900040.562625
FUNG CHOI MEDIA GROUP LIMITEDLong10-Dec-080.07370900035.312421
HONG FOK CORPORATION LTDLong10-Dec-080.195179000033.712826
HONG LEONG ASIA LTD.Long10-Dec-080.6375100022.362625
HONGWEI TECHNOLOGIES LIMITEDLong10-Dec-080.1427400065.094431
HSU FU CHI INTERNATIONAL LTDLong10-Dec-080.74519500056.85244
KEPPEL CORPORATION LIMITEDLong10-Dec-084.51983100024.843331
KTL GLOBAL LIMITEDLong10-Dec-080.13368300033.534931
LIPPO-MAPLETREEINDORETAILTRUSTLong10-Dec-080.30559100021.783331
LYXOR MSCI TAIWAN INDEX FUND10Long10-Dec-080.5630000025.164237
MOBILEONE LTDLong10-Dec-081.3653100030.542322
SEE HUP SENG LIMITEDLong10-Dec-080.195270300021.264128
SINO CONSTRUCTION LIMITEDLong10-Dec-080.1128500027.614434
SURFACE MOUNT TECH (HLDGS) LTDLong10-Dec-080.0520800030.753732
TPV TECHNOLOGY LIMITEDLong10-Dec-080.312700024.274640
JIUTIAN CHEMICAL GROUP LIMITEDShort10-Dec-080.051557600022.252329
JURONG TECH IND CORP LTDShort10-Dec-080.0851716700021.482037

Tuesday, December 9, 2008

Scan 9 Dec 08

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ACTION ASIA LIMITEDLong9-Dec-080.0713100028.026127
ASIAMEDIC LIMITEDLong9-Dec-080.0417800021.215037
ASTI HOLDINGS LIMITEDLong9-Dec-080.06558500045.593929
C&G INDUSTRIAL HOLDINGS LTDLong9-Dec-080.06317600041.922623
CHINA INFRASTRUCTURE HLDGS LTDLong9-Dec-080.03520700029.154132
CHINA NEW TOWN DEVT CO LIMITEDLong9-Dec-080.035531200021.593329
CHINA SPORTS INTL LIMITEDLong9-Dec-080.15594200023.992928
CHINA YONGSHENG LIMITEDLong9-Dec-080.02137000032.084333
CITY DEVELOPMENTS LIMITEDLong9-Dec-085.91385600028.242725
FABCHEM CHINA LIMITEDLong9-Dec-080.222600036.944645
FU YU CORPORATION LTDLong9-Dec-080.06512700030.095539
GALLANT VENTURE LTD.Long9-Dec-080.125787300038.433329
HONG LEONG FINANCE LIMITEDLong9-Dec-082.0913800034.993626
JIUTIAN CHEMICAL GROUP LIMITEDLong9-Dec-080.045144900023.112726
KS ENERGY SERVICES LIMITEDLong9-Dec-080.78352500033.234521
LHT HOLDINGS LIMITEDLong9-Dec-080.0714000024.126040
LYXOR ASIA 10Long9-Dec-082.3820371022.314140
NEPTUNE ORIENT LINES LIMITEDLong9-Dec-081.12612200020.023025
PACIFIC ANDES (HOLDINGS) LTDLong9-Dec-080.175354000030.13623
PEOPLE'S FOOD HOLDINGS LIMITEDLong9-Dec-080.6186400021.432322
RAFFLES MEDICAL GROUP LTDLong9-Dec-080.6550700020.763728
ROTARY ENGINEERING LIMITEDLong9-Dec-080.24151300024.392824
SIA ENGINEERING CO LTDLong9-Dec-082.0991200022.083223
SINGAPORE AIRLINES LTDLong9-Dec-0811.66345400028.792823
SINGAPORE EXCHANGE LIMITEDLong9-Dec-085.081538100022.952624
TAT HONG HOLDINGS LTDLong9-Dec-080.555764300022.83127
TUAN SING HOLDINGS LIMITEDLong9-Dec-080.09522000020.412924
UNITED ENGINEERS LTD ORDLong9-Dec-081.1437900031.052721
UNITED OVERSEAS BANK LTDLong9-Dec-0813.3663900023.422922

Friday, December 5, 2008

Scan 5 Dec 08

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
8TELECOM INTL HOLDINGS CO LTDLong5-Dec-080.03530000040.444239
ABR HOLDINGS LIMITEDLong5-Dec-080.18546500040.985133
BANYAN TREE HOLDINGS LIMITEDLong5-Dec-080.39144200021.13129
CHINA ANGEL FOOD LIMITEDLong5-Dec-080.06535000020.754637
FIRST SHIP LEASE TRUSTLong5-Dec-080.505442000293227
LIANG HUAT ALUMINIUM LTDLong5-Dec-080.01516300032.663330
MEGHMANI ORGANICS LIMITEDLong5-Dec-080.1457000022.935133
SSH CORPORATION LTD.Long5-Dec-080.12385100026.713626
STRAITS ASIA RESOURCES LIMITEDLong5-Dec-080.843861900024.012827
THAI VILLAGE HOLDINGS LTDLong5-Dec-080.065118600053.243327
AMPLEFIELD LIMITEDShort5-Dec-080.0215000036.544751
RAFFLES MEDICAL GROUP LTDShort5-Dec-080.6115600021.333033