Here is the Dow historical daily data back to 1896 for free.

http://research.stlouisfed.org/fred2/ser...

Both Yahoo and Google Finance have stopped allowing the index data download in bulk to a spreadsheet. You can still capture the data by copying and pasting one page at a time though.

http://finance.yahoo.com/q/hp?s=^dji+his...

https://www.google.com/finance/historica...

Dow Jones doesn't have a price, it is an index.