My Jcal is modded enough that I won't guarantee that these changes will work on a fresh install, and I just did it in 5 mins just now, so I haven't tested it very much either, so please back up before trying these changes, and don't try it at all if you're not familiar with php.
The link you're looking for is in /components/com_jcalpro/themes/default/theme.php, and search for {DAY_VIEW_LINK}. You should find it 3 times - twice in the templates, and once where the variable is defined.
In both of the template sections, replace the <td> section that contains it with
<td class="caldaydigits"> <strong>{DISPLAY_DATE}</strong></td>
Later in the file where it is defined, add
$day = $i + $row;
if (empty($event_list)){
$display_date = $day;
} else{
$sef_href_1 = sefRelToAbs( $CONFIG_EXT['calendar_calling_page'] . "&extmode=day&date=$url_target_date" );
$display_date = "<a href=\"" . $sef_href_1 . "\">" . $day . "</a>";
}
where
$sef_href_1 = sefRelToAbs( $CONFIG_EXT['calendar_calling_page'] . "&extmode=day&date=$url_target_date" );
is currently at
Then within that $params array that contains {DAY_VIEW_LINK}, add
'{DISPLAY_DATE}' => $display_date
at the end before the parenthesis is closed. Make sure that it's separated from the earlier items in that array with a comma.
Don't forget to backup before you try any of this, as I don't guarantee anything, although it seems to work on my installation.