DEMO
DECLARE @DATE_FROM DATETIME = N'2016-05-16';
DECLARE @DATE_TO DATETIME = N'2016-05-17';
WITH tmpDays AS
(
SELECT @DATE_FROM DATE_VALUE
UNION ALL
SELECT DATE_VALUE + 1
FROM tmpDays
WHERE DATE_VALUE + 1 <= @DATE_TO
)
SELECT * FROM tmpDays OPTION (MAXRECURSION 0);