Indirect addressing is when the address location that is specified in the program instruction contains the address of the final desired location. Direct addressing is when a portion of primary memory is accessed by specifying the actual address of the memory location. Indexed addressing is when the contents of the address defined in the program’s instruction is added to that of an index register. Program addressing is not a defined memory addressing mode.
Source: WALLHOFF, John, CBK#6 Security Architecture and Models (CISSP Study Guide), April 2002 (page 2).