I would like the high, low, and close for the S&P Composite Index, now
known as the S&P 500, for the following dates, that is, each
individual date.
In 1928: June 11 through 14, December 7 through 8.
In 1929: February 1 through 2, September 3, October 19 through 31.

MichaelY --

Here's who DOESN'T have them, as it may be helpful to you or other researchers:
*  Both Yahoo! Finance and BigCharts.com, which have historical stock
data, don't go back far enough to cover you.  The S&P500's symbol on
both is SPX.
*  The New York Times, which is available online at many public
libraries, carries the NYSE industrial averages but not the S&P
Composite.
*  S&P's NetAdvantage service.

My suggestions from here:
*  Wall Street Journal, in microfilm or online
*  private databases, such as the CRSP database:
University of Chicago, Graduate School of Business
Center of Research in Security Prices
http://gsbwww.uchicago.edu/research/crsp/ 

Best regards,

Omnivorous-GA

MichaelY --

Standard & Poor's has a daily price record with the close of the
S&P500 back to Jan. 2, 1932.  There's no high/low information for each
day.  It's in the print publication, "Security Price Index Record,
Statistical Service" available at many public libraries.

They have MONTHLY numbers for the S&P500 back to 1885 -- even though
the index originally started out with 223 stocks.

Best regards,

Omnivorous-GA