I've asked this several times. It turns out they don't actually know something we don't. From what I can tell they're seeing selling pressure and ignoring the fact that creditors are selling brand new shares into the market.
Someone mentioned "failstodeliver.com" (search sapx there). The chart can be explained with new shares.
As far as I know, it's really hard to get a broker to let you short penny stocks.
Unless your'e a market maker, you can't naked short them - so the broker has to borrow them (or lend you some of theirs). And, I said this before too, if the Market Makers are manipulating the stock so so badly (which i don't think they are, dilution explains what's happening, no reason to find invisible pixies) - anyway, even if that's true that MMs are manipulating the stock so so badly then that's a another reason to stay out (worse than dilution itself).