* Not all Dow constituents are NYSE stocks. Intel and Microsoft are NASDAQ stocks.
* The Dow constituents are weighted by price. i.e. the highest priced stocks have the most weighting in the index, irrespective of the capitalization, and represents only about 20% of the capitalization of US stocks (This is why it's a Muppet's Index)
* Though it is called the Dow Jones Industrial Index, not all the companies are industrials. AA is a materials co. and XOM is an oiler for instance.