Two words: Order imbalance. Now what you and others choose to do with an order imbalance is the question. Some sell into an order imbalance in an effort to unload quantiity which would otherwise be difficult to move without affecting the price adversely. Whereas others may choose to join the move and add to the momentum. Only experience will help you with that aspect. Even with experience you may not always have it correct and the moves are fast. It takes awhile to learn all the intricacies involved. Then you have to incorporate the data quickly enough to profit from it. Think "Blink." Read it and understand..... Blink: The Power of Thinking Without Thinking (Hardcover)