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Dow Jones Industrial Average open / close gap

When you use the DJIA last day close and today's open price for today's trend and go either bullish or bearish for that day, you'll get great returns.
E.g. see https://docs.google.com/spreadsheets/d/1xXsaejMSMVFPELh9HCw81OPj9i-dR-Oa5dSGpRau3PU/edit?usp=sharing
Data source: https://finance.yahoo.com/quote/%5EDJI?p=^DJI

However if you apply this strategy to an ETF it won't work (e.g. DIA - SPDR Dow Jones).

Why is the open/close price in the ETF different to the dow jones stock market index?