I know the list of 30 stocks, but I am looking for how many shares of each individual stock.
All the sites I have looked up so far just give the the name, ticker symbol and quote.
The DJIA is a price-weighted index, meaning that it is not calculated by changing the number of shares of each stock. This is in contrast with the S&P500, which is market cap-weighted.
In the DJIA, the prices of the 30 component stocks are added and then divided by something called the Dow divisor, which is constantly adjusted. The divisor is in place to buffer for the effects of price changes from events like splits or dividends. The divisor is currently 0.132319125.
If you need more info, these articles explain it in detail:
http://www.djaverages.com/?view=industrial&page=calculation
http://www.investopedia.com/articles/02/082702.asp
http://www.investopedia.com/articles/exchangetradedfunds/08/index-debate.asp
Hope that helps!