This is my screen from Tradestation that I gather my New High information from. The upper blocks are the NYSE, Nasdaq exchanges and the Russell 2000 from left to right. These are intraday (30 minute snap shots of how the cumulative new highs).
The Yellow line that "curves" with the new highs is the Day-1 line. This represents how the new highs closed yesterday during the same time period. The Cyan (light blue) line is the 5 day average of closes, representing how the new highs tracked on average over the last 5 days.
If anyone is interested in obtaining these indicators please let me know. You can reach me by email: rlt@redliontrader.com.
