Abstract: The present invention provides a method to detect buying or selling activities of large market players of a given equity, compared to the activity of smaller players. For a set of consecutive trading sessions, the method analyses only trading data (open/high/low/close/volume) aggregated into regular intervals such as one-minute, two-minutes or five-minute trading data. The method considers only time intervals corresponding to price inflections, i.e. for which the closing price was different from the previous time interval. The method further analyses the volume of said time intervals and calculates the effective volume that was responsible for a price inflection. The method then separates the effective trading volumes related to the said time interval into large and small size volumes and plots the evolution of the said volume sizes on a graph. Analysis of trend divergence between large and small size volume flow trends allows detection of the said buying and selling activity by large or small market players.