If you want to convert index of a pandas dataframe into a column you can use the following way:
df['index1'] = df.index
or
df.reset_index(level=0, inplace=True)
Another thing you can use to provide a bit more clarity is, look at a DataFrame with two levels in its index:
import pandas as pd
import numpy as np
index = pd.MultiIndex.from_product([['TaX', 'FuLL', 'CALL'], ['East', 'West']], names=['State', 'Direction'])
df = pd.DataFrame(index=index, data=np.random.randint(0, 10, (6,4)), columns=list('abcd'))
print(df)