SP500 LDN TRADING UPDATE 5/8/25


WEEKLY & DAILY LEVELS


***QUOTING ES1! CASH US500 EQUIVALENT LEVELS SUBTRACT ~25 POINTS***

WEEKLY BULL BEAR ZONE 6220/30

WEEKLY RANGE RES 6400 SUP 6130

DAILY BULL BEAR ZONE 6330/40

DAILY RANGE RES 6428 SUP 6310

2 SIGMA RES 6487 SUP 6251

GAP LEVELS 6265/6147/6077/6018/5843/5741/5710 

VIX DAILY BULL BEAR ZONE 18.50

DAILY MARKET CONDITION -BALANCE 6358/6239

Balance: This refers to a market condition where prices move within a defined range, reflecting uncertainty as participants await further market-generated information. Our approach to balance includes favoring fade trades at the range extremes (highs/lows) while preparing for potential breakout scenarios if the balance shifts

TRADES & TARGETS

LONG ON TEST/REJECT DAILY BULL BEAR ZONE TARGET WEEKLY RANGE RES

SHORT ON TEST/REJECT WEEKLY RANGE RES TARGET DAILY BULL BEAR ZONE

(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

U.S. EQUITIES UPDATE: DIP BOUGHT  

FICC and Equities | August 4, 2025 | 

Market Performance:  

- S&P 500: +147bps, closing at 6,329 with $1.1b MOC to BUY.  

- Nasdaq 100 (NDX): +187bps, closing at 23,187.  

- Russell 2000 (R2K): +242bps, closing at 2,225.  

- Dow Jones: +134bps, closing at 44,173.  

Trading Volume & Volatility:  

- Total shares traded: 15.2b across all U.S. equity exchanges (vs YTD daily avg of 16.8b).  

- VIX: -14bps, closing at 17.52.  

Commodities & Rates:  

- Crude Oil: -175bps, closing at $66.15.  

- U.S. 10-Year Yield: -2bps, closing at 4.19%.  

- Gold: +84bps, closing at $3,328.  

- DXY (Dollar Index): -40bps, closing at 98.74.  

- Bitcoin: +43bps, closing at $114,897.  

Market Insights:  

Today saw a strong "buy the dip" rally, particularly in AI-related stocks like NVDA and AVGO, which gained over 3%. Every sector was higher except energy. Momentum has recovered most of July’s losses and is tracking for its best 5-day stretch since late August. Key dynamics to monitor:  

1. Buybacks: 72% of companies are in open windows.  

2. CTA Demand: Starting to fade.  

3. Seasonality: August’s first two weeks historically act as a drag.  

After-Hours Update:  

PLTR surged +9% post-market (+14% intraday) following a beat-and-raise report and citing "Astonishing AI Impact."  

Floor Activity:  

Activity levels were moderate, rated 3/10 overall. Floor finished +6% to buy vs a 20-day average of +36bps. Client activity remained muted. Long-Only (LO) accounts were net buyers ($3b), driven by macro products, tech, and healthcare. Hedge Funds (HFs) were balanced, with discretionary and tech supply offset by macro product demand.  

Macro Outlook:  

Tomorrow, ISM Services Index is estimated to rise by 1.2pts to 52.0 for July, indicating sequential improvement (+1.9pts to 53.2 in our non-manufacturing tracker) but facing residual seasonality challenges. We continue to expect three consecutive 25bp rate cuts in September, October, and December, with two additional cuts in H1 2026. However, a delay could occur if reports show significant price hikes or labor market rebounds. Conversely, a 50bp cut in September is possible if unemployment rises or jobless claims increase.  

Derivatives Market:  

Volatility markets showed normalization alongside spot markets. Fixed strike vol changes on a 2-day basis were down at the back of the curve, with only slight increases (+0.1 to +0.2v) in September and October vol despite consecutive realized moves. Skew remains slightly bid but has normalized from Friday’s heightened stress levels. Customers were quiet overall, with a tilt toward short-dated downside ownership. Tomorrow’s straddle is priced at 50bps.  

Sector Strategy:  

Our baskets team recommends shorting Cyclicals vs Defensives (GSPUCYDE Index).  

1. The index reached all-time highs twice in 2025, pricing in economic growth not currently evident.  

2. Valuation has recovered to pre-Liberation Day highs, driven by expensive cyclicals and discounted defensives.  

3. A correction in this pair could imply a 14-21pp drawdown considering the current macro environment.