We investigate the properties of the resonant modes that occur in the transparency bands of two-dimensional finite-size Penrose-type photonic quasicrystals made of dielectric cylindrical rods. These modes stem from the natural local arrangements of the quasicrystal structure rather than, as originally thought, from fabrication-related imperfections. Examples of local density of states and field maps are shown for different wavelengths. Calculations of local density of states show that these modes mainly originate from the interactions between a limited numbers of rods.