The following visual from the Wall Street Journal walks through how high frequency trading machines get their information first and have already locked in profits before even the fastest human traders can make a move when the data is released.
A steady theme on this site is that a human day trader will never, ever come out ahead in the long term against the high frequency machines. You have a far better chance taking your money to Vegas (where your odds are terrible). A human investor wins by purchasing undervalued assets and holding them while they generate cash flow until they become overvalued (when you sell). A investment's length of ownership should be thought of in terms of years or decades, not hours or days. Click for larger image:
For more on the high frequency trading machines, which will play a major role during the next stock market crash, see:
Dark Pools: Understanding The World Of High Frequency Trading
Mark Cuban On High Frequency Trading
The World's Largest & Most Dangerous Casino: A Machine Driven Stock Market
High Frequency Trading: Waiting For The Next Flash Crash