>>> s = pd.Series(pd.date_range('2016-12-31', '2017-01-08', freq='D'))
>>> s
0 2016-12-31
1 2017-01-01
2 2017-01-02
3 2017-01-03
4 2017-01-04
5 2017-01-05
6 2017-01-06
7 2017-01-07
8 2017-01-08
dtype: datetime64[ns]
>>> s.dt.dayofweek
0 5
1 6
2 0
3 1
4 2
5 3
6 4
7 5
8 6
dtype: int16