How to stop WordPress from changing ellipsis into a pre-composed triple-dot glyph?

When I type an ellipsis composed of three separate dots ..., WordPress displays the pre-composed triple-dot glyph … instead.

Is there any way to prevent WordPress from substitution the three dots?

Three dots are converted to the typographically correct ellipsis … in wptexturize(). You can disable it in many cases, see my plugin Disable Wptexturize.