If you are using jQuery just try to check the document position
$('html').position().top;
for example:
$(document).bind("scroll", checkLink);
function checkLink(){
   /* Position will checked out after 1 sec when user finish scrolling  */
   var s = setTimeout(function(){ 
     var docHeight = $('html').position().top;
     var allLinks = $('.navigation a');
     if ( docHeight < 0 && docHeight <= -1000 ) { 
        allLinks.removeClass('active');
        $('a.firstlink').addClass('active');
     } else 
     if ( docHeight < -1000 && docHeight <= -2000 ) { 
        allLinks.removeClass('active');
        $('a.secondlink').addClass('active');
     } else { /* .... */ }
   $(document).bind("scroll", checkLink);
   }, 1000);
  $(document).unbind('scroll');
}
but guys in your example haven't held on this for a long time :) they just toggle classes on click 
$('#navigation').localScroll();
    $('#navigation li a').click( function () {
        $('#navigation li a').removeClass("active");
        $(this).addClass("active");
    });