This is a handy script for the TOS platform that I found. It bascically shows Jeff Augen's standard deveation spikes.
input length = 20;
def closeLog = Log(close / close);
def SDev = stdev(closeLog, length)* Sqrt(length / (length – 1));
def m= SDev * close;
plot spike = (close – close) / m;
spike.AssignValueColor(if close > close then Color.UPTICK else if close < close then Color.DOWNTICK else GetColor(1));