Where could I find a list that shows those Russian stocks that have made new all-time highs or lows in the current trading period ? or a list of Russian stocks with 52 week high/low prices ? By "Russian stocks" I mean stocks that are traded on Moscow Exchange (MOEX).
You will have to make your own from data sourced from http://www.metastock.com/products/endofday/reutersdatalink/?overview#data or www.esignal.com on demand (use http://www.mechtrading.com/index.htm to get the data out of esignal).
The following Russian stocks also trade at the US and London exchanges: http://topforeignstocks.com/foreign-adrs-list/the-full-list-of-russian-adrs-2/ As already said, one should maintain a DB him/herself on the own computer, then can easily scan it using desired criteria. For this, the API and realtime, EOD, and historical data directly from the Moscow exchange can be used: http://moex.com/en/orders Getting the data from data vendors: for individuals the realtime data is cheap: just $2.50/month, for firms it costs about $75/month: http://moex.com/en/data_vendors/