the questions remain":
" How is it possible in a so called decentralized market, where the exchangers are(should be) independent entities, ALL of them to have the same price when they certainly don't have a "the same" order book(same clients, same orders) ? How is that come? "
I saw many example when the chinesse exchangers dropped or raised the price and all the exchangers did the same without any valid justification. Their orderbook was the same.
The price is artificially created not by users but the exchangers according to their interests.
The markets react simply. If one sees that the value of a commodity has dropped somewhere by X%, he/she might want to sell on a different exchange as well to follow the global trend.
Nevertheless, in general I see a 20$ lower price on BTC-e compared to e.g. Bitstamp at pretty much all times. Trends are usually the same, that is true, however, I think it is just the reaction of the global market.