  Large and stable indices of the world wide stock markets such as NYSE and SP
500 together with NASDAQ -- the index representing markets of new trends, and
WIG -- the index of the local stock market of Eastern Europe, are considered.
Due to the relation between artificial insymmetrised patterns (AIP) and time
series, stationary and temporary properties of stock market indices are
identified. By filtering extreme events it is found that fluctuations are
self-similar. Snap-shots in time lead to estimates for a temporary state of a
market with respect to its history. It appears that close to a crash the AIP
representation of a system becomes frozen.
