Having same problem (using Event Calendar).
The fact is that the <h2> title is produced depending on if is_day(), is_month(), is_author(), etc… BUT, when calling the_date() or the_time() returns the first post date as we are in the wordpress loop…
I think it is a lack of template functions for the archive page : if we can call is_day() witch is an utility function on query, it would be nice that we could alo get the date…
I didnt found a workaround…