MeasuringWorth.com provides the closing averages of the Dow Jones Industrial Average back to May 2, 1885 and up to the present day, as of March 2015. In addition, the Federal Reserve Bank of St. Louis provides a searchable and downloadable database drawn from the Dow Jones.
MeasuringWorth.com treats the Dow Jones as a consistent index, making appropriate adjustments when the total number of stocks included in the Dow Jones changes. The data sources and revision methodology are all explained at the site. A provided calculator lets users compute annualized growth rates. The Federal Reserve Bank's database allows searches by units, frequency and date ranges.