<<Google Domestic Query Indexes track Google search traffic across specific sectors of the economy. Changes in the search volume of a given sector on google.com may provide unique economic insight. You can access individual Query Indexes by clicking on the left-hand navigation.>>
http://www.google.com/finance/images/retail_q_index.png

http://www.google.com/finance/query_index

It seems to only take US searches into account: all links to Google Insights for Search contain "&geo=US".

That would be very cool to compare those Google indexes with non-US stock/indexes.

By the way, why does Google Finance can compare stocks/indexes only with indicators from the same region – I can't compare CAC 40 with S&P 500, or Renault with GM.

--
As a French speaking user, I'm not sure to understand the description of each index. The Furniture Index, for instance, is said to "track queries related to +furniture, ikea, lighting, table, mattress, linens+". I'm pretty sure they meant "queries related to furniture, such as +ikea, lighting, table, mattress, linens+"

They use Google Insights for Search's categories
http://www.google.com/finance?q=GOOGLEINDEX_US:INVEST
http://google.com/insights/search/#cat=107&geo=US&cmpt=q

Cool, MG reads this forum
http://www.techcrunch.com/2009/09/03/google-domestic-trends-should-you-invest-based-on-google-searches :)

Hmm, I'm getting "The requested URL /finance/query_index was not found on this server"?

They changed the URL, Philipp. It's now available at http://www.google.com/finance/domestic_trends. They actually changed the name of the feature, from "Google Domestic Query Indexes" to "Google Domestic Trends".