'Heavens' Day', a translation of the Elvish day-name Menelya into archaic Common Speech, used after the idea was brought to Middle-earth by the Númenóreans. The name was transformed and worn down in later use, so that by the end of the Third Age, Hevenesdei had become commonly known as 'Hevensday', or even simply 'Hensday'.
Notes
1
The dating of this old form of the name is imprecise, and our only clue comes from a comment in Appendix D to The Lord of the Rings, where it was said to have been in use at least nine centuries before the end of the Third Age. That would date it to approximately III 2100, and at some point after that date it would mutate into the later forms Hevensday or Hensday, though we have no more detailed dates for these later transformations.
2
Our only specific record of this usage is from the history of the Shire. Its use in Buckland or the Bree-land seems likely, but is not directly attested. For further discussion on this point, see footnote 2 to the entry for Sterrendei.