This indicator was needed by Roman.

The upper line shows the highest of the first hour plus the average for the past n days of the difference between the first-hour-highest and the daily open.

the lower line shows the lowest of the first hour minus the average for the past n days of the difference between the first-hour-lowest and the daily open.

I hope someone else might use this code.

Blue skies

//computation timeframe in use and intraday number of bars - intrab
if intradaybarindex=0 then
 time1=opentime
endif
if intradaybarindex=1 then
 time2=opentime
endif
deltatime=(time2-time1)/100
intrab=round(522/deltatime)
//computation max and min in the first hour - super e infer
if (time>=090000) and (time<=100000) then
 super=dopen(0)
 infer=dopen(0)
 if high>super then
  super=high
 endif
 if low<infer then
  infer=low
 endif
else
 super=super
 infer=infer
endif

//computation average (super-initialopen) and (initialopen-infer)
period=20
if time=100000 then
 sommadeltasuper=0
 sommadeltainfer=0
 for i=0 to (period) do
  j=1+round(i*intrab)
  sommadeltasuper=sommadeltasuper+abs(super[j]-dopen(i))
  sommadeltainfer=sommadeltainfer+abs(dopen(i)-infer[j])
 next
 deltasuper=sommadeltasuper/period
 deltainfer=sommadeltainfer/period
endif
if time>100000 then
 up=super+deltasuper
 down=infer-deltainfer
else
 up=up
 down=down
endif

return up,down