Macroeconomic Data

Gross Domestic Product, Including U.S. Industry Breakouts and Worldwide

From the U.S. Department of Commerce, Bureau of Economic Analysis…
http://www.bea.gov

Another source, for GDP and GDP growth rates of other countries, is the Economic Research Service of the U.S.D.A….
http://www.ers.usda.gov/data/macroeconomics/

Producer Price Indices by Industry and Product

Use the Bureau of Labor Statistics online database to select the price indices you want, at the industry level or product level.
Industry Price Indices      http://data.bls.gov/cgi-bin/dsrv?pc
Product Price Indices      http://data.bls.gov/cgi-bin/dsrv?wp

Purchasing Manager’s Index and Related Indices

The Institute for Supply Management is probably best known for it’s Purchasing Manager’s Index (PMI), but their website also contains a series of other indexes, including New Orders, Production, Employment, Supplier Deliveries, Inventories, Customer Inventories, Prices, Backlog of Orders, Imports, and Buying Policy.
http://www.ism.ws/ISMReport/    (See “Latest Manufacturing ROB” for the PMI)

U.S. Employment Summary

From the U.S. Bureau of Labor Statistics
http://www.bls.gov/news.release/empsit.nr0.htm