In memento of the "as compact as possible", change DayID to smalldatetime and, if necessary, start at -32768 (there are exactly 65,536 days available to the SMALLDATETIME data type).
DayNum should be TINYINT
NameOfDay should be VARCHAR(9)
Personally, I don't agree with having NextDay in there, but that's going to depend on what kind of data you're joining to.