DataFrame obter o nome do índice

In [7]: df.index.name
Out[7]: 'Index Title'

In [8]: df.index.name = 'foo'

In [9]: df.index.name
Out[9]: 'foo'

In [10]: df
Out[10]: 
         Column 1
foo              
Apples          1
Oranges         2
Puppies         3
Ducks           4
Elegant Elk