If user wants to define its own set of week day names (ie. locale data), he's able to do that with Globalize with something in these lines of:

eg.js

Globalization.load({
  "main": {
    "my-en": {
      "dates": {
        "calendars": {
          "gregorian": {
            "days": {
              "format": {
                "abbreviated": {
                  "sun": "My Sun",
                  "mon": "My Mon",
                  "tue": "My Tue",
                  "wed": "My Wed",
                  "thu": "My Thu",
                  "fri": "My Fri",
                  "sat": "My Sat"
                }
              }
            }
          }
        }
      }
    }
  }
});

Globalization.locale("my-en");