This　paper　contrasts　stock　trading　dynamics　with　pedestrian　counterflow　movements.　We　apply　the　social　force　model　built　on　pedestrian　movement　patterns　to　examine　micro　characteristics　of　the　Chinese　stock　market.　Utilizing　one-minute　high　frequency　stock　trading　data　of　the　Shanghai　Composite　Index　between　2014　and　2017,　we　find　that　stock　trading　dynamics　under　loose,　prudent　and　austerity　monetary　policies　closely　resemble　pedestrian　movement　patterns　under　wide,　moderate,　and　narrow　door　width,　respectively.　In　addition,　we　find　that　stock　trading　patterns　with　unbalanced　buyers　and　sellers　correspond　to　pedestrian　counterflows　with　unbalanced　flows　from　one　side　of　the　door　to　the　other.　Our　results　also　show　that　stock　trading　patterns　under　various　trading　volumes　are　similar　to　pedestrian　counterflows　with　different　flow　rates.　In　general,　our　results　indicate　that　stock　trading　patterns　are　influenced　by　investor　behaviors　and　conflicting　interests　similar　to　those　present　in　the　social　force　model　of　pedestrian　counterflows.　Thus,　examining　the　behavioral　mechanism　at　play　in　these　self-driven　systems　will　generate　important　insights　for　the　behavioral　foundation　of　financial　markets.