I'm trying to track the daily range in a MAX indicator (TradeBar.High - TradeBar.Low).

I want to compare the max of daily range for x Days and emit insights based on the comparison.

I setup a SymbolData class and dictionary of symbols I'm tracking. In OnUpdate, and for history, I update the indictators.

In SymbolData.update when adding symbols, and in OnUpdate (Slice data). Resolution is Daily. I need to find out why Range9D is not tracking the range. It seems to be tracking the

public void update(TradeBar bar)
{
DayRange = (bar.High - bar.Low);
Bar = bar;
High50D.Update(bar.EndTime, bar.High);
Low50D.Update(bar.EndTime, bar.Low);
Range9D.Update(bar.EndTime, DayRange);
}

 I'm not able to produce insights because the true daily range is never greater than the 9 day range. I can't figure out where the issue lies. The 9day range is tracking some version of a daily price instead. I submitted this to support already, but hoping maybe someone can tell me how to setup a range indicator. I just need to track MAX of (high - low) in a rolling 9 day indicator. MAX seems like it would be ideal. Maybe TR, but I don't think it tracks the time window.

A rolling window<TradeBar> seems like overkill, since I'm just tracking one value.

Sample debug output: 

7/27/2015 3:00:00 PM-FB: O: 94.43 H: 94.5978 L: 93.84 C: 94.11 V: 2592541 - DayRange:0.7578 50DHigh:99.24 9DRange:97.76