The daily data of indices of Warsaw Stock Exchange --- WIG, and New York Stock Exchange --- NASDAQ, NYSE and S{\&}P 500 for the last two years are being studied. Properties of fluctuations of daily returns found from scaling analysis of tails are confronted with patterns obtained by the artificial insymmetrization method to specify difference between the world-wide American market and local and rather marginal Polish market.

PACS numbers: 89.65.Gh, 05.45.Tp