I was outside and was walking toward my car. I always like to see the stars and I keep an eye out for UFO's just for fun. I was looking at three stars and noticed a fourth to the right of the three. As I was walking I thought it was moving but maybe it only appeared to be moving because I was walking, so I stopped. When I stopped I noticed that it seemed to still be moving, in a straight line though. I thought maybe it was a meteorite because it was so far up. It looked like a star, very close to the size of the three other stars near it. They were all white with a tint of blue.I watched it for a second over the Oquirrh Mountains head west and down toward the horizon. Within a couple seconds after I stopped I noticed that it abruptly changed direction and went up, complete opposite direction. The it changed again but curved to the right and back down toward the horizon. Then it changed again and headed right then curved and went down then curved and went left. Then it changed direction again and headed down then curved to the left and curved and started heading back up. It basically traced a three-leaf clover path as best as I can describe it. Then it started to change directions rapidly but within a small area, maybe the size of a dime if I had held it up to the sky. It was moving slowly and at a constant pace but kept changing directions quite a bit. Once it started doing that I called out to my wife who was just north of me and said "What the **** is THAT?!". As soon as she started to look over to where it was, it headed toward the horizon in a straight line and slowly disappeared. But she didn't see it in time anyway.She said that when I had called out to her she saw a flash in the sky to the north and wasn't sure what it was. Soon after the incident, the clouds moved in and covered everything. Didn't see anything else after that.I'd guess the speed of the object was anywhere between mach 2 and 3 or maybe faster, assuming it was out in space or at least really high up in the atmosphere. I've seen jets go mach 1 and they wouldn't be able to keep up with this object. I'm not sure how it changed direction so often. That's the thing that made me come here to report it. Most objects I see in the sky are explainable but this one is one of those that I can't explain away.