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I have always called it Sad Saturday in an effort to highlight the despair the disciples must have felt after seeing their Lord killed.
This answer covers a lot of those days in there (most clearly come from Catholic tradition), but only refers to the Saturday between Good Friday and Easter as the last day of the Holy Triduum.
Is there a special name, from any tradition, for the day between Easter and Good Friday?
Liturgy Brisbane calls it "Holy Saturday."
According to the Catholic Encyclopedia, it is a day of both joy and sadness, and "in the early Church this was the only Saturday on which fasting was permitted, and the fast was one of special severity. Dating from the time of St. Irenaeus, an absolute fast from every kind of food was observed for the forty hours preceding the feast of Easter."
The names for the full week:
The days following Easter Sunday are called Easter Monday, Easter Tuesday and so on through to Easter Saturday, which is 6 days after Easter Sunday
The Sundays of the Easter Season are named the Second Sunday of Easter, etc, not after Easter as in the past, because they fall with in the 50-day Season of Easter.
(Liturgy Brisbane)
Originally the Saturday between the traditional Good Friday and Easter was called "Great Sabbath".
It was called that way at least since Chrysostom's time (circa AD 400) according to this reference.
“But when at length he [Polycarp] had brought his prayer to an end, after remembering all that had ever come into contact with him, small and great, famous and obscure, and the whole catholic Church throughout the world, the hour of departure being come, they put him upon an ass and brought him to the city, it being a great Sabbath.1142 [FOOTNOTE]**1142 Σαββ€του μεγ€λου. **“The great Sabbath” in the Christian Church, at least from the time of Chrysostom on, was the Saturday between Good-Friday and Easter. But so far as we know, there are no examples of that use of the phrase earlier than Chrysostom’s time. Lightfoot points out that, in the present instance, it is not “The great Sabbath” (τὸ μέγα Σ€ββατον), but only “A great Sabbath”; and therefore, in the present instance, any great Sabbath might be meant,—that is, any Sabbath which coincided with a festival or other marked day in the Jewish calendar. Lightfoot gives strong reasons for assuming that the traditional day of Polycarp’s death (Feb. 23) is correct, and that the Sabbath referred to here was a great Sabbath because it coincided with the Feast of Purim (see Lightfoot, ibid. I. p. 660 sqq. and 690 sqq.).
And then we see it in this Canon from the Trullo Council in 692 (bold mine)
Canon LXXXIX. The faithful spending the days of the Salutatory Passion in fasting, praying and compunction of heart, ought to fast until the midnight of the Great Sabbath: since the divine Evangelists, Matthew and Luke, have shewn us how late at night it was [that the resurrection took place], the one by using the words ὀΨὲ σαββάτων, and the other by the words ὄρθρου βαθέος. Ancient Epitome of Canon LXXXIX. On the Great Sabbath the fast must be continued until midnight.
Apparently it was Bede (circa AD 700) and Aquinas (circa AD 1250) who influenced the redefinition of "Great Sabbath" to it's current usage as "Holy Saturday".Not all agreed with that redefinition.
Bede he [the king] was baptized on the Holy Saturday before Easter Day,
Aquinas And in like manner it is celebrated on Holy Saturday towards the beginning of the night, since our Lord rose in the night, that is, "when it was yet dark, before the sun's rising was manifest."
The days of Holy Week are:
Palm Sunday - recognizing that Jesus was honored with palm branches as he came into Jerusalem
Fig Monday - recognizing the day Jesus cursed the fig tree
Holy Tuesday
Spy Wednesday - recognizing the day when Judas went to the high priest promising to spy out Jesus' movements so he could be arrested
Maundy Thursday - recognizing the "new commandment" (commandment = mandatum in Latin, becoming "maundy" in English, to "love one another as I have loved you".
Good Friday
Holy Saturday
Easter Sunday
From Thursday through Easter Sunday taken altogether is the Triduum
