I want to plot a graph of a time series return on an asset with different colors for more volatile periods. I want the volatility clusters to be marked in red with the rest of the more calm periods marked in blue. I've attached an image of what I want to achieve. 

My code:

```
plot.zoo(djr, xlab = "Time", ylab = "Returns", col = "blue")

```

[![Daily return series (2 typical volatility clusters marked in red)](https://i.stack.imgur.com/YEBvJ.png)](https://i.stack.imgur.com/YEBvJ.png)