Investors want to get an idea of where the economy is headed because the market tends to follow.
The following set of indicators is published by the Economic Cycle Reasearch Institute.
WLIW U.S. Weekly Leading Index (weekly)
USCI U.S. Coincident Index (monthly)
USLgI U.S. Lagging Index
USFIGM U.S. Future Inflation Gauge (monthly)
USLHPI U.S. Leading Home Price Index