There you go:
// DAX example
//
// the TF used must show candles that close on both the starting and ending time
// (in this case it must be a 30-minute TF or lower, but not, say, 7 minutes, as its candles do not close at HH:30)
//
DEFPARAM DrawOnLastBarOnly = true
ONCE StartTime = 090000 //Time window (start)
ONCE EndTime = 173000 //Time windows (end)
ONCE PDH = high //Previous Day High
ONCE PDL = low //Previous DayLow
ONCE DH = high //current Day High
ONCE DL = low //current Day Low
ONCE PDMO = 0 //Previous Day Market Open
ONCE MO = 0 //current Day Market Open
ONCE PDC = 0 //Previous Day Close
ONCE PDMObar = 0
ONCE PDHbar = 0
ONCE PDLbar = 0
ONCE PDCbar = 0
ONCE MObar = 0
ONCE DHbar = 0
ONCE DLbar = 0
HR = highest[4](range)
MyATR = AverageTrueRange[100](close)
Offset1 = MyATR * 1.5
Offset2 = MyATR
IF OpenTime = StartTime THEN
PDMO = MO
PDMObar = MObar
MO = open
MObar = BarIndex
PDH = DH
PDHbar = DHbar
DH = high
DHbar = BarIndex
PDL = DL
PDLbar = DLbar
DL = low
DLbar = BarIndex
ENDIF
IF OpenTime = EndTime THEN
PDC = close
PDCbar = BarIndex
ENDIF
DH = max(DH,high)
DL = min(DL,low)
IF DH <> DH[1] THEN
DHbar = BarIndex
ENDIF
IF DL <> DL[1] THEN
DLbar = BarIndex
ENDIF
IF PDCbar THEN
DrawText("PDMO #PDMO#",PDMObar,PDMO + Offset1 + HR) coloured(255,0,0,255) //Red
DrawText("↓",PDMObar,PDMO + HR) coloured(255,0,0,255)
//
DrawText("PDC #PDC#",PDCbar,PDC + Offset1 + HR) coloured(0,128,0,155) //Green
DrawText("↓",PDCbar,PDC + HR) coloured(0,128,0,155)
//
DrawText("PDH #PDH#",PDHbar,PDH + Offset1) coloured(0,0,255,255) //Blue
DrawText("↓",PDHbar,PDH + Offset2) coloured(0,0,255,255)
//
DrawText("PDL #PDL#",PDLbar,PDL - Offset1) coloured(0,0,255,255) //Blue
DrawText("↑",PDLbar,PDL - Offset2) coloured(0,0,255,255)
ENDIF
RETURN