While this is probably still not enough info to totally understand 
what you are looking for at least I have a clue now ...

The results would in essence be a collection of arrays beginning at 
some point in time, ending at some other point in time with each 
value in an individual array being of the same value.

The implication of a collection of arrays implies a two dimensional 
array i.e. a table.  This could be accomplished using an imbedded 
VBScript, the Osaka plugin or some combo of those ...

NOTE: The code below is probably not entirely syntactically correct 
nor have I bothered to show the code necessary to get the resulting 
arrays ( TBL(j) ) from the script so that they can be plotted. TBL 
was arbitrarily dimensioned at 1000 ( maximum number of arrays ) by 
5000 ( maximum number of bars ).

For Example ... 

BI   = BarIndex();
LVBI = LastValue(BI);
TN   = TimeNum();

EnableScript("VBScript");

<%
BI   = AFL("BI")
LVBI = AFL("LVBI")
TN   = AFL("TN")
H    = AFL("H")
L    = AFL("L")
C    = AFL("C")

Dim TBL(1000, 5000)

n = 0

for i = 1 to LVBI
    if TN(i) = 95000 then
        n = n + 1
        TBL(n, i) = H(i)
        n = n + 1
        TBL(n, i) = L(i)
    else
        for j = 1 to n
            if (C(i-1) <= TBL(j, i-1) AND _
                H(i) >= TBL(j, i-1)) OR _
               (C(i-1) >= TBL(j, i-1) AND _
                L(i) <= TBL(j, i-1)) then
                TBL(j, i) = 0
            else
                TBL(j, i) = TBL(j, i-1)
            End if
        Next
    End if
Next
%>






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