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...ata getSymbols("SPY") # Subset Prices to just closing price SP500 <- Cl(SPY) # Show day of the week for each date using 2-6 for monday-friday SP500wd <- wday(SP500) # Add Price and days of week together SP500wd <- cbind(SP500, SP500wd) # subset Monday into one xts object SPmon <- subset(SP500wd, SP500wd$..2=="2") I then used the package lubridate to show the days of the week. Due to the requirement of an xts objects to be numeric you will see each day is represented as a number so that Monday is =2, Tuesday=3, Wednesday=4, Thursday=5, Friday=6, Satu...