think like a whale,that's a small part of your daily http://wiki.answers.com/Q/What_is_the_daily_food_consumption_of_a_humpback_whale
1) buy from retail/ small funds hedge funds outside the inner circle. Accumulate a position. 2) algo take price up using size 3) sell to another party within the inner circle. 4) book profit on that quantity. 5) if you deviate price enough, the small players will 'uncle'. Institutions buy and sell from each taking price in a direction that they choose and opposite to retail orders.
Calculate how many trillions in value was created raising indices to current levels.. And what was actually used to bring prices to this level.. All out of thin air.