I've searched until I'm blue in the face. Does anyone know where I can find Russell 2000 New High / New Low data? Either the historical raw data, the daily data, or some chart showing the index of NH-NL ? I have software and can scan for it intraday and EOD, and can write code to get what I want historically, but I really want a simpler way of getting it. Thanks.
Thanks for the help, those are really good websites that I'll use in the future. I should clarify. I'm looking for the number of stocks in the Russell 2000 that made 52-week Highs today and the number that made 52-week Lows today. I want to track that on a daily basis. I'd like to have historical data as well.
http://www.indexindicators.com you may want to use this website as a proxy...it has historical data as well...you might even ask them to include it?