How do i loop trough list and add a superscript to paragraph in JQuery

I'm new to JQuery i'm reading a book and i'm following the examples but i got stuck trying this:

$(document).ready(function () {
  var $notes = $('<ol id="notes"></ol>').insertAfter('#hexagon');
  $('span.footnote').each(function (index) {
    $('<sup>' + (index + 1) + '</sup>').insertAfter('.footer');
    $(this).appendTo($notes).wrap('<li></li>');
  });
});

the Html is this:

<div class="cell">
          <h1 id="f-title">Flatland: A Romance of Many Dimensions</h1>
          <div id="f-author">by Edwin A. Abbott</div>
          <h2>Part 1, Section 3</h2>
          <h3 id="f-subtitle">Concerning the Inhabitants of Flatland</h3>
        </div>

        <div id="excerpt" class="cell">an excerpt</div>
        <div class="chapter cell">
          <p class="square">
            Our Professional Men and Gentlemen are Squares (to which class I myself belong) and Five-Sided Figures or
            <a href="http://en.wikipedia.org/wiki/Pentagon">Pentagons </a>.
          </p>

          <p id="hexagon" class="nobility hexagon">
            Next above these come the Nobility, of whom there are several degrees, beginning at Six-Sided Figures, or
            <a class="hexagon" href="http://en.wikipedia.org/wiki/Hexagon"><span class="footer">Hexagons</span></a>, and
            from thence rising in the
            number of their
            sides till they receive the honourable title of
            <a href="http://en.wikipedia.org/wiki/Polygon"><span class="footer">Polygonal</span></a>, or many-Sided.
            Finally when the number of the
            sides becomes so numerous, and the sides themselves so small, that the figure cannot be distinguished from a
            <a href="http://en.wikipedia.org/wiki/Circle">circle</a>, he is included in the Circular or Priestly order;
            and this is the highest class of all.
          </p><br>

          <p>
          <blockquote class="pull-quote">It is a <span class="drop">Law of Nature</span> with us that a male child shall
            have
            one more side than his father
            , so that each generation shall rise (as a rule) one
            step in the scale of development and nobility. Thus
            the son of a Square is a Pentagon; the son of a Pentagon, a Hexagon; and so on.
          </blockquote>
          </p><br>
        </div>
        <div class="cell"><span class="footnote">And how
            perfect a proof of the natural
            fitness and, I may almost say, the divine origin of thearistocratic constitution of the States of
            Flatland!</span>
          <span class="footnote">
            By a judicious use of this Law of Nature, the Polygons and
            Circles are almost always able to stifle sedition in its
            very cradle, taking advantage of the irrepressible and
            boundless hopefulness of the human mind.&hellip;
          </span>
        </div>

I tried to change the JQuery so it appends to the class footer but it shows the each iteration as 21 in both links instead of 1 for the first link and 2 for the second link.

I tried using just (index) instead but it shows 10, but i want it to show 1 for the first link and 2 for the second link i kno that when you use index it will show the array 0 1 and the line

$('<sup>' + (index + 1) + '</sup>').insertAfter('.footer');

just add 1 to the array to count 1 2.

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