Use Bloomberg, available in the Margolis Market Information Lab (MIL) at the Business Instructional Facility (BIF).

• Type ADD and hit Go

Data is available for the following indices:

• S&P 500
• S&P Midcap 400
• S&P SmallCap 600
• Dax Index
• Dax 100
• Nikkei 225

Data is arranged by year and goes back to the mid 1990's.