This paper studies the trading profit of high-frequency traders (HFTs) from non-HFTs around large price shocks and arrival of news. Around the shocks, HFTs earn profit from liquidity taking trades. The trading profit of HFTs around the shocks is ascribed to three aspects. First, HFTs promptly submit market orders in the direction of the shock. Second, they provide less liquidity and are less likely to be adversely selected. Lastly, the order imbalance of non-HFTs continues and produces the drift of returns after the shock. Nevertheless, I do not find evidence that HFTs trigger the shocks. Among the shocks I considered, HFTs strongly react to the index futures return but weakly react to the individual stock news.