The shift feature will allow you to run reports for multiple days but only for certain hours of that day.
Begin by selecting your report and expanding the Report Timeframe. Once the Timeframe calendar appears, click on "Advanced..."
Leave the "Report Start Time" and "Report End Time" as the defaults, 0:00:00 and 23:59:59. To create a new shift, click on the shift ellipsis.
Here you can create a new shift. Start by giving the shift a name, then set the desired hours and days you want the shift to run for. Press "OK" to save the schedule. In this example, we named the report "Sample" and set the shift to run on Monday, Tuesday, Wednesday, Thursday, and Friday from 8:00AM to 5:00PM.
When that is done the "Advanced Calendar Properties" window will look like this:
Press OK and choose your time frame. You can choose as many days as you'd like but the report will only return data for the time specified in the shift. To conclude our example, I have selected February 1 - February 7, however the resulting report will disregard the Sunday and Saturday completely while also only returning data that occured between 8AM and 5PM.