It's actually the other way around. For most stocks, if the last tick was upwards, the next tick is more likely to be downwards (where a "tick" is any time the best bid or ask moves, and "price movement" means the change in the mid price).

For example, taking a random stock over a random three month time period, I compute that after an uptick, the probabilities for the next tick are -

  P(uptick)    = 39.3%
  P(downtick)  = 56.3%
  P(no change) =  4.4%

where "no change" typically happens when the best bid and ask change by the same magnitude, but in opposite directions.

Of course, this is not very useful for trading, because it doesn't give you enough of an edge to overcome the bid-ask spread.