IMHO, I think you see this with the ES because of the S&P pit. Stops can be hit there by locals and big money. And what happens in the pit during the day will also happen to some extent w/ GLOBEX. So I think the ES is just mirroring the subtle manipulation that's happening with the big S&P. I don't think day traders buying and selling one lots on the ES are causing this to happen, they're just following the crowd (the big contract) and getting whacked by a car every now and again. Again, just my opinion, as I'm still pretty new to all this.