This directive is not just for the DJIA...it's an example of a first mention style differing from subsequent mentions.
Initially, always give the most formal and complete reference to the person/company/institution that you will be discussing: His Holiness Pope Benedict XVI or Louisiana State University or the Department of Justice. Thereafter, you may refer to your subject in less detail, assuming that you audience remembers to what you are referring: the Pontiff or Pope Benedict, or Louisiana or LSU, or Justice or DOJ.
With one of those very well-known short abbreviations (LSU), you can safely use it without introduction as part of the initial mention. With most abbreviations, you will wish to inform your audience how you will be simplifying thereafter, like so: 'The spokesman for Students Against Standardized Testing (SAST) stated.... Formed last May, SAST works on the premise that....'