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

Thursday, December 18, 2008

Scan 18 Dec 08

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASCENDAS REAL ESTATE INV TRUSTLong18-Dec-081.4508600022.692520
CHINA YONGSHENG LIMITEDLong18-Dec-080.015281400023.84638
ADDVALUE TECHNOLOGIES LTDShort18-Dec-080.0573600024.351925
ASL MARINE HOLDINGS LTDShort18-Dec-080.4437200022.762830
CHINA MERCHANTS HLDGS(PACIFIC)Short18-Dec-080.5115500033.62656
FEDERAL INT(2000) LTDShort18-Dec-080.1436500021.772728
FIRST REAL ESTATE INV TRUSTShort18-Dec-080.445800022.162527
HOTUNG INVESTMENT HLDGS LTDShort18-Dec-080.07571000036.093338
QIAN FENG FABRIC TECH LIMITEDShort18-Dec-080.0728700025.842123
SINGAPORE PETROLEUM CO LTDShort18-Dec-082.15186100021.912628
SM SUMMIT HOLDINGS LTDShort18-Dec-080.18559600039.542848
TAI SIN ELECTRIC LIMITEDShort18-Dec-080.1510400020.862946

Wednesday, December 17, 2008

Scan 17 Dec 08

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
ASL MARINE HOLDINGS LTDLong17-Dec-080.44592700024.412928
HONG LEONG FINANCE LIMITEDLong17-Dec-082.0214700024.072827
JARDINE MATHESON HLDGS LTDLong17-Dec-0818.144480034.463329
JARDINE STRATEGIC HLDGS LTDLong17-Dec-089.718400020.333527
KEPPEL LAND LIMITEDLong17-Dec-081.48219300021.182725
K-REIT ASIALong17-Dec-080.66553900030.512820
LUZHOU BIO-CHEM TECHNOLOGY LTDLong17-Dec-080.085115000213632
SINGAPORE PETROLEUM CO LTDLong17-Dec-082.16166700023.42726
SMB UNITED LIMITEDLong17-Dec-080.1214000029.663229
SUNTEC REAL ESTATE INV TRUSTLong17-Dec-080.711032100032.932318
ASIA FOOD & PROPERTIES LTDShort17-Dec-080.1710200023.014549
CMZ HOLDINGS LTD.Short17-Dec-080.1410600023.113035
CRAFT PRINT INTERNATIONAL LTDShort17-Dec-080.05535100064.321548
FUNG CHOI MEDIA GROUP LIMITEDShort17-Dec-080.06130000025.422123
ICONIC HOLDINGS LIMITEDShort17-Dec-080.12582900027.382174
MAPLETREE LOGISTICS TRUSTShort17-Dec-080.34234700041.322428
ULTRO TECHNOLOGIES LIMITEDShort17-Dec-080.03219800023.14147

Tuesday, December 16, 2008

Scan 16 Dec 08

Symbol TypeDateClose PriceVolume13 Day ADX13 Day +DI13 Day -DI
CACOLA FURNITURE INTL LIMITEDLong16-Dec-080.0768300026.552520
HYFLUX WATER TRUSTLong16-Dec-080.3543600024.183028
LINAIR TECHNOLOGIES LIMITEDLong16-Dec-080.08537000020.646323
MAPLETREE LOGISTICS TRUSTLong16-Dec-080.345487400044.092725
NATURAL COOL HOLDINGS LIMITEDLong16-Dec-080.320000068.025827
OCEAN INT'L HOLDINGS LIMITEDLong16-Dec-080.01543200054.745344
QIAN FENG FABRIC TECH LIMITEDLong16-Dec-080.07512800029.712524
THE LEXICON GROUP LIMITEDLong16-Dec-080.0113300032.645443
ALANTAC TECHNOLOGY LTD.Short16-Dec-080.04520500024.162628
ASL MARINE HOLDINGS LTDShort16-Dec-080.44568100026.272729
A-SONIC AEROSPACE LIMITEDShort16-Dec-080.04260100020.313159
CHINA YONGSHENG LIMITEDShort16-Dec-080.015220200025.863546
DBS GROUP HOLDINGS LTDShort16-Dec-089.96802100026.642427
E3 HOLDINGS LTD.Short16-Dec-080.0128500020.182342
INTERNET TECHNOLOGY GRP LTDShort16-Dec-080.02512100028.394455