Here's my thoughts: Sometimes it seems things go according to the normal supply & demand rules, i.e. as you buy up stock, the stock goes up in price. Other times, as you buy up stock, the stock price caves in on you, which seemingly is designed to squeeze out the retail day trader or newbie. It seems to me NASDAQ stocks seem to cooperate a bit more, but NYSE can go either way, and may depend on which stock. What are your thoughts?