This paper defines the grammar class of sequentially indexed grammars (SIGs) that results of a change in the index stack handling mechanism of indexed grammars [Aho68, Aho69]. SIGs are different from linear indexed grammars [Gaz88] (the rule format is simpler) and they generate a strictly larger language class. We give a polynomial algorithm for parsing with SIGs that is a rather straightforward extension of the Earley algorithm for parsing with context free grammars. SIGs are attractive because of the simple rule format, the natural correspondence between indices and traces, and the perspicuity of the parsing scheme.