Where can you find historical PEs of US indices?

Question

Indices tracking ETFs

* DIAMONDS Trust I (ticker: DIA) tracks DJIA
* SPDRs (ticker: SPY) tracks S&P 500
* NASDAQ 100 Trust (ticker: QQQQ) tracks NASDAQ 100
* iShares Russell 2000 (ticker: IWM) tracks Russell 2000
* MidCap SPDRs (ticker: MDY) tracks S&P MidCap 400
* Total Stock Market VIPERs (ticker: VTI) tracks Wilshire 5000

(source)

The PEs of the ETFs

PE(DIA)=3.08 
PE(IWM)=2.49 
PE(VTI)=4.09 
PE(DVY)=3.45

Where can I find historical PE values for indices with clearly shown methods? By method, I mean the way how PE is calculated.

Answer 1

Internet sites

• S&P 500 during 1936-2008
• DOW indices, Russell 2000, S&P, Nasdaq Composite
• S&P 500 graph, not trust-worthy the later years because S&P 500 did not exist that time!
• PEs of different sectors
• historical graph of S&P until 2005, again the last part is deduced some odd way
• historical DJIA PE at the bottom

Books

• Irrational Exuberance: page 5 discusses historical PEs, probably covers more about PEs

Academic

• PE analysis with Shiller
• data about dividend yield, PE, -- by Shiller (author of Irrational Exuberance- book above)