Auto sales
The auto and truck sales report measures the monthly sales of all domestically produced vehicles. Big ticket sales, such as motor vehicles, are interest rate sensitive, making the motor vehicle sector an important indicator of the state of the business cycle.

Chain Store Sales
The U.S. Retail Chain Store Sales Index tracks spending at major chain stores that fit into the general merchandise, apparel and furniture category based on a representative sample of seven large retailers on a weekly basis. Though the report has little to say about broader consumption patterns, it possesses market importance as an early indicator of consumer spending, particularly during key sales seasons like December and August.

The LJR Redbook Index focuses on Department Stores, a group of 15 companies accounting for roughly 85% of the department store category in the Census Bureau's monthly retail sales report. As above, the monthly retail sales report has a somewhat better track record for predicting chain store sales. Chain store sales not only give you a sense of the big picture, but also a sense of the trends among individual retailers and the different store categories. The release's value is as an early indication of consumer spending, an important macroeconomic indicator. The index is not itself a macroeconomic indicator. These indicators have some market importance as they are timely but volatile and are especially interesting during key sales seasons, such as August and December.

Consumer sentiment
The consumer confidence index (CCI) measures the confidence consumers have in the economy, presently and in the future. There is a direct correlation between consumer confidence and spending—the future expectations portion of the index is generally viewed as a better indicator of future consumer spending patterns than the current conditions section. The University of Michigan consumer sentiment index is almost identical to the CCI, but is twice monthly, in a preliminary and final reading.

ECI: Employment Cost Index
The employment cost index (ECI) is a quarterly U.S. Department of Labor report measuring workforce compensation in more than 500 industries across the entire United States, in all states and major metropolitan areas. Like the average hourly earnings report, the ECI can indicate inflationary pressures, as increased production costs are eventually passed on to the consumer.

Retail sales
The retail report extrapolates consumer spending patterns from total receipts from sample stores from different regions and product markets. Data is revised three months back, and changes can be quite substantial. Comprehensive benchmark revisions take place once every five years with the release of the Census of Retail Trade.

University of Michigan Consumer Sentiment Index
This survey measures the attitudes and expectations concerning both present and future economic conditions of 500 consumers. Just like Consumer Confidence, the level of consumer sentiment is directly related to the strength of consumer spending. It is almost identical, with two sub indexes - expectations and current conditions, but has two monthly releases, a preliminary and final reading. The consumer expectations portion of the Michigan survey is a component of the leading economic indicators index. Consumer spending accounts for two-thirds of the economy, as a result, the markets follow any indicator relating to consumer behavior and attitudes. The more confident consumers are about the economy and their own personal finances, the more likely they are to spend. It is interesting to note that changes in consumer sentiment and retail sales don't move in tandem.