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.