When recording a macro using special keyboard shortcuts you need to use relative reference mode. Its the 2nd button on the 'Stop Recording' Toolbar next to the blue square (stop recording). This will record different instructions (code) while recording. Follow these steps
  • Start your macro recorder
  • Select the cell at the top of the column you are trying to copy
  • select the relative reference button (2nd button)
  • Ctrl + Shift + Arrow Down
  • Copy

This should give you what you need