I've developed and have been using a new indicator recently. I call it Session Lines Indicator.
This indicator is really useful if you day-trade the stock indices, but also can be used for Forex. The indicator tracks the session high, session low, IBH (Initial Balance High), IBL (Initial Balance Low), mid (median of high and low - sometimes known as "half back"), VWAP (Volume Weighted Average Price) and open price. These are often key support / resistance levels for the trading day or the following day.
This indicator is available from my blog for a small fee.