The only data you need is the closing value of the index at the end of each month. This is available on any number of web sites. I get them from the Finance page on the Ozemail web site http://au.finance.yahoo.com/. You can navigate from there to most markets in the world, current and historical data is available.
However, please remember that I update the Coppock Indicator spreadsheets as soon as I can after the end of each month. You can just download the latest spreadsheet from my web site.
If you have Insight Trader charting software, you can input all my historical data from the spreadsheets and then buy the index data from a data vendor, or input it manually from the Internet. Insight Trader then does it all for you.
Likewise, if you have MetaStock charting software, there is a formula in my Newsletter No 1.