Session Statistics (SESST) can be used for this and much more.  Below is the setup for previous day high.

To get previous day low, simply change the "Highest Price > High" to "Lowest Price Low" like this...

And to get previous week low, simply change "Session" to "Week" (or Month, etc)...

Here is the chart definition that provides all 4 key prices...

https://www.linnsoft.com/charts/prevdayweekprices-es

You may also want to take a look at the SessionPrices (RTX) Indicator which provides easy presentation of about key prices: https://www.linnsoft.com/techind/session-prices-rtx

I assume you want to highlight the first bar of the session each day, correct?

If so, you would create a signal with syntax:

POS = 1

where POS is setup as "bars from start of session".  That will identify only the 1st bar of the session.  Then you can use a variety of indicators to mark that bar including Paint Bar, Signal Marker, Color Marker, but my preference would be the PaintCandle (RTX) Indicator.  Very flexibly and you can paint a number of conditions with a single instance.  The chart and definition below demonstrate highlighting with the Paint Candles indicator:

https://www.linnsoft.com/charts/highlightopeningcandle-es

More information on Paint Candles (RTX): https://www.linnsoft.com/techind/paint-candles-rtx

You might look into using DDE for this. See: https://www.linnsoft.com/support/using-dde-links-get-data-investorrt

You could simply add 2 custom indicators to you chart with syntax.

HI.1

and

LO.1

giving the respective high and low of prevoius completed bar.  Each custom indicator can then be setup to store current value into a V# variable like this.

So maybe use V#21 for high and V#22 for low. Then, in Excel, you can use...

=RT|@ES#!V#21

you may need to put single quotes around symbol and data element like this.

=RT|'@ES#'!'V#21'

and for low you'd use...

=RT|'@ES#'!'V#22'

and these 2 cells should update live as each bar completes.