Add something after all sticky posts in The Loop

OK I got it.

First of all, add a counter before The Loop.

$my_posts = 0;

Then in The Loop increment it by one each time.

$my_posts++;

Stickies are always at the very top, so compare the number of all sticky posts with current post in The Loop and display custom message.

if( $my_posts === count( get_option( 'sticky_posts' ) ) )
  echo 'this will only appear after all sticky posts';