RedTerritory...You mean this kind thing dose not always happen? Maybe I should look at the market depth closely and get a feeling that how often does it happen. And I assume things are different for different stocks. And, you also mean that the price can go suddenly down (be shorted), but generally does not move up so quickly? I know you are saying holding a stock short-termly, but what if I want to trade margin intra-day? lots people trade "swings" here. what is the best way to place orders?