  Dow Jones Index time series exhibit irregular or fractal fluctuations on all
time scales from days, months to years. The nonlinear fluctuations are
selfsimilar as exhibited in inverse power law form for power spectra of
temporal fluctuations. Inverse power law form for power spectra of fractal
fluctuations is generic to all dynamical systems in nature and is identified as
self-organized criticality.The author has developed a general systems theory
for universal quantification of the observed self-organized criticality in
dynamical systems. The model predicts that the power spectra of fractal
fluctuations follow the universal and unique inverse power law form of the
statistical normal distribution and is identified as a signature of
quantum-like chaos. Continuous periodogram power spectral analyses of
normalised daily, monthly and annual Dow Jones Index for the past 100-years
show that the power spectra follow the universal inverse power law form of the
statistical normal distribution in agreement with model prediction. Dow Jones
Index therefore exhibits self-organized criticality which is a signature of
quantum-like chaos on all time scales from days to years. All the data sets
exhibit periodicities close to model predicted values. The apparently noisy,
irregular fractal fluctuations of the Dow Jones Index contribute to the
formation of robust selfsimilar geometrical structures which indicate the
surprising resilience of market economy over a period of 100 years.
