What you are observing is coordinated HighFrequency computer trades. HF trader 1 and HF trader 2 are connected by fiberoptic cable. HF1 places sell order for 10 cents below market. 5 milliseconds later HF2 places buy order for the same number of shares at the same price. Sales is completed. 60 milliseconds later, the NASDAQ registers the trade and market price changes. A minute later, HF2 places sell order for 5 cents above the previous transaction price. 5 milliseconds later HF1 places buy order for same price. The net transfer of shares will be not existent...I.e both are naked shorts, but the two trades cancel out. The timing of trade 1 and trade 2 can change, but you will never be able to time your buy order to pick this up. The goal is to drive stock price down inch by inch.