If you are looking to scan for new highs, there are several products including CSI's Market Scanner which comes with their Unfair Advantage product. With a little configuration, you can see which stocks/futures are at or near their weekly/monthly/yearly highs.
I just wanted to plot the New High-New Low chart on daily and weekly basis. If there is a symbol to chart that, that will be great, if not....I guess manual plot is the only alternative?