Dow Jones (DJIA) index historical data download

The Dow Jones Industrial Average index has been introduced on 26 May 1896 at the base level near 30. From Stooq.com you can download DJIA data back until 27 May 1896! Of course you can not await full EOD data for the 19th century (data must have been recorded manually from old newspapers), but it is still quite interesting...

Stooq.com is a Polish website, but some parts of it is transleted into English. Do not be afraid of it, you can download Dow Jones data without knowing anything about Polish language! (You can also try using Google translate. Google Chrome will offer automatic translation as soon as you visit Stooq.com.)
Alternatively, you can check out Dow Jones's 5 year chart or Dow Jones's 10 year chart. You can also find a quick guide for Dow Jones' 10 years historical data here.

Steps for downloading Dow Jones market data

Step1: visit Dow Jones' quotes page at Stooq.com (http://stooq.com/q/?s=^dji)!

Step2: Click "Historical data" link (marked with red on the image below).

Step3: Scroll down to the bottom of the next page and click "Download data in .csv file...". (Leave dates, radio buttons and checkboxes unchanged.)

Step4: if a window pops up requesting for an antibot code, enter the anti-bot code into the text-field marked with red and click "Approve" (antibot will probably not be LYGD in your case... this is just a screenshot). 

Step5: Click "Download file..." link in the pop-up window. Your browser should offer to choose where to download the data file

If data file is automatically opened with MS Excel or similar software (eg.: Libre Office Calca), it may cause problems when loading data file into a particular analysis software. In this case you should right-click on "Download data in .csv file..." link (like in Step 3) and choose "Save file as..." or similar in the context menu (depending on your browser).

You can analyze this data using eg.: Chartoasis Sesame or this free technicalanalysis software.