Mr Happy, you must have been looking at Wackypedia or the like. You disagree with both the OED and Merriam Webster.

OED- Index: pl. indexes, also index's and indices
Webster's- Index: pl. indexes or indices.

2. An index is a list arranged usu. in alphabetical order of some specified datum (as author, subject or keyword...
In a book it may be a list of page numbers; in a bibliography the author, date of publication, title, publisher, etc.
Other meanings to index, but this is the one dealt with most often.

The individual entries are never called indices.