OHLCV data challenge with mplfinance

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hello, I am new to data processing with pandas and python programming generally, I am working with a large crypto ohlcv dataset from a database. I need to answer some questions from the dataset, questions like

1)which day of the week shows the greatest change in price?
2)which hour of the day shows the greatest change in price?
3)looking at weekly data, to what extent can the Thursday - Sunday price change be predicted based on the movements from Monday - Wednesday?
4)looking at weekly data, does the weekday pricing data provide any predictive clues to what will happen by the end of the weekend?

so far, I've been able to extract the data, set timestamp as index and tried to resample the data,plot the data in mplfinance but I have two challenges, I can't present the data as days of the week eg. Thursday and the picture from the plot doesn't answer my questions.is there a way for me to aswer this questions using the timestamp as it is? I tried the alternative of creating a new data frame with just the variables I need (open, high,low,close,volume,date, time, day of the week) but this data won't plot in mplfinance. I would appreciate any help with this issue
. Thank you

No project file or test is named. Start by reviewing the mplfinance usage around timestamp-indexed OHLCV data and pandas resampling, then clarify whether the desired outcome is plotting weekday labels, answering the predictive questions, or documenting how to prepare the data; done should be a reproducible, project-scoped request.

Written by the indexing model from the issue text.