JS file gets a net ERR ABORTED 404 Not Found

Question

I am trying to separate my <script> inside my HTML file to an external js file.

This is my very simple folder structure:

Chat
|-- index.html
|-- index.js
`-- server.js

Relevant part of html file:

<script src="/socket.io/socket.io.js"></script>
<script src="https://code.jquery.com/jquery-1.11.1.js"></script>
<script src="index.js"></script>
</body>
</html>

Relevant part of index.js file:

$(function() {

  //Initialize variables
  var $messageArea = $('#messages');
  var $InputMessage = $('#InputMessage');
  var $InputName = $('#InputName');

  //Initialize Socket
  var socket = io();

  //Send server Your message
  socket.emit('chat message', $InputMessage.val());

});

Relevant part of server.js file:

app.get('/', function(req, res){
  res.sendFile(__dirname + '/index.html');
});

This is all running in localhost. What am I doing wrong here?