Profitably scalping the ES is not easy. Don Miller is a professional ES trader, an IOM memeber (leases a seat) and an end of day trading blogger. In one of his blog posts Don has year end trading statistics for year end 2008. http://donmillerjournal.blogspot.com/2009/01/special-post-final-cme-pricing-thoughts.html He had a net profit of $1,635,103 trading 586,184 sides (293,092 RTs). The net profit per RT is only $5.58 or less than one half an ES tick per RT. There is another thread here at ET about making a point on each ES contract RT every day. In order to make a point an ES RT on a sustained basis a trader needs to be 9 times more successful than Don Miller was in 2008. I doubt that the vast majority of traders here could even equal Don Miller's performance (relative to account size) on a sustained basis let alone do 9 times better. While making a point on each ES contract RT every day on a sustained basis may be a desirable goal, it is a highly improbable one for all but the most skilled trader.