DOC: update the day_name function docstring
Checklist for the pandas documentation sprint (ignore this if you are doing
an unrelated PR):

- [ X] PR title is "DOC: update the <your-function-or-method> docstring"
- [ X] The validation script passes: `scripts/validate_docstrings.py <your-function-or-method>`
- [ X] The PEP8 style check passes: `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] The html version looks good: `python doc/make.py --single <your-function-or-method>`
- [ X] It has been proofread on language by another sprint participant

Please include the output of the validation script below between the "```" ticks:

```
Docstring for "pandas.DatetimeIndex.day_name" correct. :)
```

If the validation script still gives errors, but you think there is a good reason
to deviate in this case (and there are certainly such cases), please state this
explicitly.


Checklist for other PRs (remove this part if you are doing a PR for the pandas documentation sprint):

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Hello @NeehaK! Thanks for submitting the PR.

 - In the file [`pandas/core/indexes/datetimes.py`](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py), following are the PEP8 issues :

> [Line 2132:1](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2132): [W293](https://duckduckgo.com/?q=pep8%20W293) blank line contains whitespace
> [Line 2133:80](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2133): [E501](https://duckduckgo.com/?q=pep8%20E501) line too long (129 > 79 characters)
> [Line 2138:80](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2138): [E501](https://duckduckgo.com/?q=pep8%20E501) line too long (88 > 79 characters)
> [Line 2139:1](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2139): [W293](https://duckduckgo.com/?q=pep8%20W293) blank line contains whitespace
> [Line 2144:1](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2144): [W293](https://duckduckgo.com/?q=pep8%20W293) blank line contains whitespace
> [Line 2148:1](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2148): [W293](https://duckduckgo.com/?q=pep8%20W293) blank line contains whitespace
> [Line 2151:73](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2151): [W291](https://duckduckgo.com/?q=pep8%20W291) trailing whitespace
> [Line 2154:80](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2154): [E501](https://duckduckgo.com/?q=pep8%20E501) line too long (97 > 79 characters)
> [Line 2155:80](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2155): [E501](https://duckduckgo.com/?q=pep8%20E501) line too long (148 > 79 characters)
> [Line 2156:80](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2156): [E501](https://duckduckgo.com/?q=pep8%20E501) line too long (163 > 79 characters)
> [Line 2157:80](https://github.com/pandas-dev/pandas/blob/03284a7a36773eba39232d515490ed1610efb06d/pandas/core/indexes/datetimes.py#L2157): [E501](https://duckduckgo.com/?q=pep8%20E501) line too long (83 > 79 characters)

 The code for `day_name` changed, and this docstring seems to be defined somewhere else. Closing this PR. Thanks for the contribution @NeehaK.