Here's A Great Guide To Which Economic Indicators Actually Matter
DEFINITELY bookmark this.
Ed Conway has tweeted a neat table from the Bank of England which shows which economic indicators actually correspond nicely to global growth.
Stuff like PMI data is very useful for identifying actual global GDP growth. Air freight and Suez Canal data is also fairly useful. The infamous "Baltic Dry Index" (which measures the price of shipping goods by freight) is garbage.
Bank of Englane