Web search query logs can be used to track and, in some cases, anticipate the dynamics of individual behavior which is the smallest building block of the economy. We study AOL query logs and introduce a collective future intent index to measure the degree to which Internet users seek more information about the future than the past and the present. We have asked the question whether there is link between the collective future intent index and financial market fluctuations on a weekly time scale, and found a clear indication that the weekly transaction volume of S&P 500 index is correlated with the collective intent of the public to look forward.