I have seen some pretty bad cases, but this by far is one of the worst I have personally been a part of.

Last night I put in a stop limit buy order for 100 shares of TMO with activation price $60.20 limit price $60.25. This calls for a $60.25 limit order to be automatically activated if the stock touches $60.20 a share. The stock closed yesterday at $59.83.

Now, just so you know TMO averages 2,744,800 shares traded per day yet somehow the stock opened up this morning with a 100 share block at $60.20. THE NEXT ORDER to go through was $59.85ish and the ask immediately went down to this .80s range. The market makers targeted my measly 100 share order knowing that the stock should have opened at $59.85ish.

That's the first part of the story, because yes it gets better.

The way I trade especially in this market is I play everything extremely tight, and I always place a stop loss order. Immediately after my order getting filled and already being down some .7% or whatever on my position I placed my stop at $59.40 knowing that support was at $59.55 and got hosed again!

At around 11:45 AM the stock trended down below $59.50 and guess what the low of the day is? $59.39, yes $59.39 which is a whopping 1 penny lower then where my stop loss order lied. I obviously got bumped out of the position and immediately the stock shot back up and now is trading as of 1:47 PM EST back in the 59.80s.

All I can say is wow... unbelievable...