Try this macro
I assume that first sheetname name to be september 2,2004 , you can
edit it by changing dtdate variable value
Sub macro()
Dim init As Variant
Dim dtdate As Date
dtdate = "September 2, 2004"
init = 0
For Each w In Worksheets
w.Select
If init = 0 Then
init = 1
ActiveSheet.Name = Format(dtdate, "mmmm d, yyyy")
Else
dtdate = DateAdd("d", 1, dtdate)
ActiveSheet.Name = Format(dtdate, "mmmm d, yyyy")
End If
Next
End Sub