Jobless Claims: Released weekly. Initial claims measure the number of workers filing for unemployment.

Consumer Sentiment: Released bi-monthly by Reuters/University of Michigan. Consumer sentiment as measured by attitudes about the general strength of the economy.

Motor Vehicle Sales: Released monthly by major motor vehicle producers (GM, Toyota, Ford, etc). Motor vehicle sales are reported in unit sales, indicating trends in consumer spending for big-ticket items.

ISM Mfg Index:

ICSC Chain Store Sales: Released weekly. The International Council of Shopping Centers reports the level of store sales for a small fraction of total retail sales.

Construction Spending: Released monthly. Construction spending measured in dollars for residential, business, and public projects such as buildings and highways.

Business Inventories: Released monthly. Business inventories measure the aggregate dollar value of inventories held by firms.

Wholesale Trade:

Budget Deficit:

Factory Orders: Released monthly. Factory orders measures the amount of spending on new goods that are both durable and nondurable.

Regional Federal Reserve Indexes: The two most impactful Fed reports are the Empire State and Philly Fed.