This very simple indicator will give you a blue background where the CCI crossed from below -100 to above -100, and a red background where it crossed from above 100 to below 100.
study("CCI Crossover Alert", overlay=true) length=input(20, "Length", integer) current = cci(close[0], length) previous = cci(close[1], length) bgcolor(current < 100 and previous > 100 ? red : na) bgcolor(current > -100 and previous < -100 ? blue : na) //plot(100, style=area, transp=95, color=blue) //plot(-100, style=area, transp=95, color=blue) //plot(cci(close, length))