Philosophers and logicians use the term “indexical” for words such as “I”, “you” and “tomorrow”. Demonstratives such as “this” and “that” and demonstratives phrases such as “this man” and “that computer” are usually reckoned as a subcategory of indexicals. (Following [Kaplan, 1989a].) The “context-dependence” of indexicals is often taken as a defining feature: what an indexical designates shifts from context to context. But there are many kinds of shiftiness, with corresponding conceptions of context. Until we clarify what we mean by “context”, this defining feature remains unclear. In sections 1–3, which are largely drawn from [Perry, forthcoming(a)], I try to clarify the sense in which indexicals are context-dependent and make some distinctions among the ways indexicals depend on context. In sections 3–6, I contrast indexicality with another phenomenon that I call “unarticulated constituents.”.