Convert date to actual day of the week

In my excel spreadsheet I have created a few columns for the date to be displayed differently, one for date, one for full date, and one for the day of the week. I have properly formatted each column for the date to show as follows:

Column A Column B Column C
11/6/2014 6 November 2014 Thursday
11/7/2014 7 November 2014 Friday
11/7/2014 9 November 2014 Sunday

Here I have the actual date in all 3 columns, but it is formatted differently to show different values. What I am trying to do now is to filter column C in alphabetical order, but since the value of the cell is still a date, not a specific day, it is not functioning properly.

How can I change column C for the value to actually be "Thursday" not 11/6/2014?
Is there a formula I can set up for this?

Thanks

It worked! Thank you