As you can see above, on the status bar of some Lumia devices, you might see a small arrow on top of the WiFi icon, or the reception icon (or both at once). These little arrows simply show which connection is currently transferring data, useful if you want to make sure that you’re downloading over WiFi and not your data plan.
Ocassionaly both might have arrows on top of them, but that’s usually just because the cellular data is communicating with the service provider or transferring a minimal amount of data
In case you were wondering why you haven’t seen them before, these icons are part of the Nokia Cyan update, which has begun rolling out to more devices this week.
So there you have it, mystery explained.