SP500 LDN TRADING UPDATE 25/9/25

FYI WILL BE OFFLINE UNTIL LDN OPEN 29 SEP - I REMAIN SHORT FROM 6745 WITH A TRAILING STOP AT 6645 & WILL LOOK TO ADD SHORTS AS PER PLAN BELOW

WEEKLY & DAILY LEVELS


***QUOTING ES1! CASH US500 EQUIVALENT LEVELS SUBTRACT ~61 POINTS***

WEEKLY BULL BEAR ZONE 6600/6590

WEEKLY RANGE RES 6734 SUP 6595

SEP EOM STRADDLE 178 POINTS - 6282/6638

OCT MOPEX 6842/6487

DEC QOPEX 6303/7025

DAILY ONE TIME FRAMING DOWN -6728

DAILY BULL BEAR ZONE 6720/30

DAILY RANGE RES 6755 SUP 6639

2 SIGMA RES 6816 SUP 6576

VIX DAILY BULL BEAR ZONE 18

TRADES & TARGETS

SHORT ON TEST/REJECT DAILY BULL BEAR ZONE TARGET DAILY RANGE SUP

LONG ON TEST/REJECT OF DAILY RANGE SUP TARGET DAILY BULL BEAR ZONE

LONG ON TEST OF WEEKLY RANGE SUP TARGET DAILY RANGE SUP

(I FADE TESTS OF 2 SIGMA LEVELS ESPECIALLY INTO THE FINAL HOUR OF THE NY CASH SESSION AS 90% OF THE TIME WHEN TESTED THE MARKET WILL CLOSE AT OR BELOW THESE LEVELS)

GOLDMAN SACHS TRADING DESK VIEWS

Market Overview

S&P 500 Performance

The S&P 500 closed down by 28 basis points at 6,637, with a market-on-close (MOC) buying imbalance of $2.8 billion. The NASDAQ (NDX) fell 31 basis points, settling at 24,503, while the Russell 2000 (R2K) dropped 92 basis points to 2,434. The Dow Jones Industrial Average decreased by 37 basis points, closing at 46,121. A total of 18.1 billion shares were traded across all U.S. equity exchanges, surpassing the year-to-date daily average of 16.8 billion shares.

Volatility and Commodities

The VIX index decreased by 276 basis points to 16.18, indicating a drop in market volatility. WTI Crude oil rose by 221 basis points to $64.81, while the U.S. 10-year Treasury yield increased by 4 basis points to 4.14%. Gold saw a decline of 85 basis points, priced at $3,732. The U.S. Dollar Index (DXY) rose by 63 basis points to 97.87, and Bitcoin increased by 143 basis points, trading at $113,600.

Market Sentiment

The session was quieter as markets searched for the next big catalyst following Micron Technology's earnings report. Selling pressure was notably evident among technology heavyweights such as Apple, NVIDIA, Palantir, Netflix, Google, and Micron, contributing significantly to the NDX's decline.

Sector Highlights

On the positive side, the China vs. U.S. Internet sector (GSPRUCIT) rose by 400 basis points, and AI Power vs. AI Hardware (GSPUAIPO) increased by 182 basis points. Conversely, high beta momentum stocks (GSPRHIMO) fell by 400 basis points, while 12-month winners (GSXUHMOM) dropped by 330 basis points.

AI Sector Focus

AI remained a central theme as markets reassessed spending, costs, and demand sustainability following Micron's earnings report. Despite solid results and a strong forward guide, Micron was one of the worst performers in the S&P 500. In contrast, Alibaba reported a strong quarter and announced plans to ramp up AI spending beyond its original target of 380 billion yuan ($53 billion), leading to an 8.25% increase in its stock price. This price action suggests a persistent appetite for AI investments, albeit at lower valuation points. China appears to be a more attractive option from a valuation perspective, supported by strong demand in thematic flows.

Company Updates

Freeport-McMoRan (FCX) warned that production at PT Freeport Indonesia in 2026 could be approximately 35% lower than previous estimates due to required repairs. The stock closed down 17%, drawing significant attention with over 7.5 million shares traded.

Market Outlook

Looking ahead, there are expectations for MOC sell imbalances as month-end approaches. Estimates suggest U.S. pensions may sell approximately $21 billion of U.S. equities, which ranks in the 89th percentile among all buy and sell estimates over the past three years.

Equity Capital Markets (ECM) Update

Year-to-date, U.S. registered equity issuance stands at $147.3 billion, compared to $133.1 billion at this time last year. Within this total, $32.6 billion has been raised through U.S. IPOs (excluding SPACs), compared to $27.4 billion last year. Notably, 25% of this year's IPO activity occurred in September. A surge in activity is anticipated as October approaches.

Flow Analysis

The market finished with a net buying demand of over $2.5 billion, with the floor closing 440 basis points better to buy. Most of this demand came from long-only (LO) investors, who net bought close to $1 billion, primarily in Financials, Discretionary, and Macro Products. Hedge funds (HFs) were generally better for sale, particularly in Industrials, Tech, and Macro Products.

Derivatives Insights

There is a noticeable relaxation of volatility across the index options market, primarily at the front of the curve. Flows remain tilted towards buyers of term structures, although the muted realized moves have caused volatility to show a slight decline for the first time in two weeks. Directional flows have leaned towards monetizing puts following yesterday's selloff.