Create a pager with "Yesterday", "Monday", "Sunday" etc
Contextual range filter module ( https://drupal.org/project/contextual_range_filter ) seems to be the most suitable option as per the above requirement, or you can try the views day of week module ( https://drupal.org/project/views_dow ).

I have created a view for day archive by using the contextual filter of view (without using the above modules) as below below:


but as your requirement seems to be creating a archive on the basis of week day therefore the best would be to use the above(Contextual range filter module, or the view day of week module), and than you can found the filter in the contextual filter of your view.