anyone find they can make money day trading?

I've looked into this myself, and generally speaking (in terms of commodities at least) the percentage cuts taken by Blizzard significantly eat up into your profits. While you can find some commodities where arbitrage works, the percent profit and volume traded usually don't amount to significant things.

Your best bet would be flipping items that you know sell well, imo. But that takes significantly more time just watching the AH.

TLDR: Definitely possible, but the time required seems to be large.

Edit: It also doesn't help that Texas charges sales tax on digital trades.

I agree.

I have made more money on lucky gold auctions that have sold on RMAH.

I think you really have to be more of a week trader. Prices don't fluctuate much over the day, but over a week, you can see more dramatic changes. Having enough gold and mats so that you can buy or sell depending on which way it moves, really helps being able to "day trade" for profit.

I find flipping to be the best way imo. With all the new search parameters added in the patch it makes it pretty simple to find items that will sell well over the gold price in the rmah.