Following the ideas of A. Lerner, F. Nazarov, S. Ombrosi from [12] we prove that there is a sequence of weights $w\in A^d_1$ such that $[w]^d_{A_1}\to \infty$, and martingale transforms $T$ such that with an absolute positive $c$ $\|T: L^1(w) \to L^{1, \infty}(w)\| \ge c [w]^d_{A_1}\log [w]^d_{A_1}$. We also show the existence of the sequence of weights (now in $A_2$) such that $[w]^d_{A_2}\to \infty$, and such that the following holds: $[w]_{A_2^d}\asymp \|M^d\|_{w^{-1}}^2$; $\|S_{w}: L^{2} (w) \to L^2(w^{-1})\| \ge c\, \|M^d\|_{w^{-1}}\sqrt{\log \|M^d\|_{w^{-1}}}$; $\|S_{w}: L^{2,1} (w) \to L^2(w^{-1})\| \ge c\, \|M^d\|_{w^{-1}}\sqrt{\log \|M^d\|_{w^{-1}}}; $ $\|S: L^2(w)\to L^{2, \infty}(w)\|=\|S_{w^{-1}}: L^{2}(w^{-1}) \to L^{2,\infty}(w)\|\le C\, \|M^d\|_{w^{-1}}\le C\, ([w]^d_{A_2})^{1/2}$. Finally, it is shown that for test functions of the form $χ_I$ the weak norm $\|S_w χ_I\|_{L^{2, \infty}} \le C\, [w]_{A_2^d}^{1/2}\|χ_I\|_w$.