Happened to me. Noticed I was being followed after drawing money from an ATM. There was a Home Depot nearby, so I drove there. You want to rob me in front of a bunch of construction workers, go for it. They broke off their pursuit. I never went to that ATM again.
Congratulations for figuring out you were at risk. I try to be aware at all times, especially in parking lots or gas stations, but in reality, could easily miss identifying a threat.