I hope you will figure out the rest.
select * from (
select date_add('2003-01-01 00:00:00.000', INTERVAL n5.num*10000+n4.num*1000+n3.num*100+n2.num*10+n1.num DAY ) as date from
(select 0 as num
union all select 1
union all select 2
union all select 3
union all select 4
union all select 5
union all select 6
union all select 7
union all select 8
union all select 9) n1,
(select 0 as num
union all select 1
union all select 2
union all select 3
union all select 4
union all select 5
union all select 6
union all select 7
union all select 8
union all select 9) n2,
(select 0 as num
union all select 1
union all select 2
union all select 3
union all select 4
union all select 5
union all select 6
union all select 7
union all select 8
union all select 9) n3,
(select 0 as num
union all select 1
union all select 2
union all select 3
union all select 4
union all select 5
union all select 6
union all select 7
union all select 8
union all select 9) n4,
(select 0 as num
union all select 1
union all select 2
union all select 3
union all select 4
union all select 5
union all select 6
union all select 7
union all select 8
union all select 9) n5
) a
where date >'2011-01-02 00:00:00.000' and date < NOW()
order by date
With
select n3.num*100+n2.num*10+n1.num as date
you will get a column with numbers from 0 to max(n3)*100+max(n2)*10+max(n1)
Since here we have max n3 as 3, SELECT will return 399, plus 0 -> 400 records (dates in calendar).
You can tune your dynamic calendar by limiting it, for example, from min(date) you have to now().