One of the challenges about skating skills and courses such as Victor Kraatz's Building the Foundation of Skating is that once we've got players comfortable at top speeds, it's inevitable we'll have to stop them in their tracks to go the other way.
That's just the game - it's played at high speeds and it's dynamic. If you can skate fast in one direction while the other team skates in the other direction, you'll be left behind.
The immediate pivot is a tough skill to work on. It requires some conditioning and patience, but once it's mastered it can pay huge dividends in a game, particularly for defencemen. Another method of changing direction quickly is by utilizing the outside edge. This is more side to side, or lateral agility, but the concept is the same. Straight away speed is great, but you need to be ready to go a different way instantly. Here's a practice plan incorporating Kraatz's outside edges and the pivot before getting into a dynamic practice.