Just now noticed this. I always just took it for granted I could get this stuff fast, no problem. But as of right now, neither Yahoo! nor Google are allowing export to spreadsheet for index data. For stocks or ETFs, yes, for indexes, nope. Don't know how long this has been going on, but figured I'd put this out there. If anyone knows of alternate sources, post em here.
Taking most of this back. Seems the only index with this problem is the Dow. All the others are still downloadable to spreadsheet. Of course, for historical data going way way back, your only real choice is the Dow, so this is annoying if you want to get a downright generational view of what's going on, which I like to do sometimes just so I have a huge macro picture in my head. I sense the large hands of that sewer rat Rupert Murdoch behind this.
http://www.google.com/finance Get a quote by entering the symbol, they give you the historical prices in a link they display over on the left, and for them I think the link to do the export is over on the right once you're on the page with the historical data. With Yahoo!, it's at the bottom of the page.