About the Show
I will do my best to explain.
Try watching while staring at one person, or while using Control + Space (slow motion). A marcher travels in a straight line across his row/column and when he reaches the end, he get in the adjacent row and goes back. Therefore, one row goes right and the next left, just like one column goes up and the next down. Half of the people move in rows, and half in columns. To make this, first you rotate every square of 4 marchers clockwise, and the next set rotate the perimeter clockwise and the remaining squares counter clockwise. Then you repeat.