Stock index futures pointed to a mostly lower open for U.S. shares on Thursday, giving back a little of the strong gains from the previous session, when they were boosted by strong manufacturing data from China and the United States.

At 0841 GMT (4:41 a.m. EDT), futures for the Dow Jones and S&P 500 were down 0.2 and 0.1 percent respectively; those for the Nasdaq were flat.

The FTSEurofirst 300 <.FTEU3> index of leading European shares was down 0.2 percent at 1,053.53 points, ahead of the ECB rate decision and indications it may give on liquidity and bond buying.

Key reports on the condition of the U.S. economy will set the stage for Friday's critical nonfarm payroll report. Initial jobless claims are expected to rise by 2,000 to 475,000 for the latest week, which would put the four-week average at 486,750. The report follows ADP data on Wednesday that showed private employers unexpectedly cut 10,000 jobs in August, delivering another blow to the faltering economic recovery.

Other July data due includes factory goods orders, which are expected to show an increase of 0.3 percent, rebounding slightly from a decline of 1.2 percent in June, and pending home sales, which are expected to fall 1 percent after dropping 2.6 percent to a record low the previous month, following May's huge drop of 27.9 percent.

August U.S. same store sales are expected to show modest gains as retailers used discounts to attract customers as a weak economy raised concerns about clearing fall merchandise from the shelves before the key holiday shopping season. Analysts on average expect a 2.4 percent increase in sales at stores open at least a year, according to Thomson Reuters data.

Two struggling units of Lehman Brothers Holdings Inc , the bankrupt U.S. investment bank, need hundreds of millions of dollars in capital to stave off failure that could cost Lehman billions, court documents show.

Time Warner Cable and Walt Disney Co ensured millions of U.S. cable customers they can still watch some of their favorite TV programmes while the companies kept working on a new programing deal after a midnight deadline passed.

Wall Street posted its best day in eight weeks on Wednesday as investor mood brightened after better-than-expected factory data from the United States and China.

The Dow Jones industrial average <.DJI> rose 2.5 percent; the Standard & Poor's 500 Index <.SPX> and the Nasdaq Composite Index <.IXIC> gained 3 percent.

(Reporting by Brian Gorman; Editing by Hans Peters)

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