The Coppock indicator was originally developed and tested for the Dow Jones Industrial Average.
Like all other indicators, the Coppock is not a magic wand. It is really only a very specific long term momentum oscillator. Specifically a sophisticated Rate of Change indicator. As such, there is no reason in theory why it will not have application to other market indexes.
I have found that it seems to work just as well on other broad market indexes, including the S&P 500. You can investigate this yourself, by reference to the spreadsheet on the Data Files page of my web site and by running it on data going even further back into the last century.