Indicator Analysis

Indicator Analysis is a FREE tool that allows stock analyzers to download mass, historical, stock data and perform technical analysis on it.
Included is a tool which allows you to download stock data (in original format as well as XML) from Yahoo!

Finance according to a list of symbols or you can use a sample symbol list from NYSE.
The program is bundled with several basic technical analysis indicators, but it's highly extendible and allows programmers to add their own indicators to the application.