I love scalping in higher-spread stocks like AAPL, GOOG, CME, and MA. The only time I'll do this, however, is from 9:30 to 9:45 and 3:30 to 4:00, because these stocks move dollars within seconds. The thing is, if you're on the wrong side when the train is moving (and you're in big a few thousand shares), you might lose big.
Very nice. The screens are very clean, are you just watching price and the DOM? Are there any indicators that you found helpful? Thanks for the screen shot and spreadsheet. Very well done!