Hi Yu,

The easiest way to do this, is to first setup a field that will convert a date to a day.

This can be done using the date hierarchy calculated field 'Day of Week'





The date will now be given a day number (e.g 1 = Mon, 3 = Wed), so we can then apply an org ref code to return the day name.





Now that we have the data returning as a day of the week , we can use this as a filter in a report.
Choose the operator to be 'in list' and then simply select Mon - Friday.




Now you can add an additional filter to the report as your between date.




This should give you the results you were after.

Please let us know if we have misunderstood what you are trying to achieve.

Regards,
David