[eluser]Jelmer[/eluser]
Not all constants are defined in the same place. APPPATH, FCPATH, BASEPATH, EXT and SELF for instance are defined in the index.php. Others are set in the constants.php config file in application/config.
The CI_VERSION constant is defined in the system/codeigniter/CodeIngiter.php file on line 31 in version 1.7.0.