You can consider the following two methods:
This package allows you to  retrieve intra-daily stock price data from Google Finance,  calculate the VWAP at the end of each trading day and  transform intra-daily data to a daily format.
- If you don't have MatLab you can replicate the code by yourself. As I understand, the package connects with Google Finance and downloads a spreadsheet from:
http://www.google.com/finance/getprices?q=.DJI&x=INDEXDJX&i=60&p=10d&f=d,c,h,l,o,v with the date (intra-daily), closing price, high, low, open and volume.
You can adjust this to your own preferences by 'seeing' the code as:
TICKER: is the unique ticker symbol
EXCHANGE: is where the security is listed on
Hint: to track these inputs, for instance for the Dow Jones Industrial Average, you search the security of interest at Google Finance and then you can find at the top: (INDEXDJX:.DJI) which obviously refers to (EXCHANGE:TICKER).
INTERVAL: defines the frequency (60 = 60 seconds)
PERIOD: is the historical data period (see also Google Finance), here 10d refers to the past 10 days (up to current time).