I beleive they see things we don't. Mine do it too. Although I've seen movement out of the corner of my eye many times since we bought this house a year ago. My dogs growl and bark at it (whatever it may be) and come close to me usually putting a paw on my leg to make sure I know they are protecting me. Once I had goosebumps for no reason and a cold chill go up my spine then the dogs started growling and barking at something. I'm convinced my house is haunted! I'm glad I have so many babies to protect me!