PM Daily, July 22, 1940, pp. 16-17 and The New York Times, Wed., October 20, p. A22
In the Lens photographer’s feature L. Romero writes:
“Timeless… this Coney Island spectacular, taken on July 22, 1940, never fails to amaze…”

The photo wasn’t taken on July 22, 1940, it was published on July 22, 1940. July 22, in 1940 was a Monday.
In a March 1941 issue of Life magazine, Weegee writes that the Coney Island photo was made on July 21, 1940…

Weegee writes in the July 22, 1940 PM: “Saturday was very hot. So I figured Sunday ought to be a good day to make crowd shots at Coney Island. I arrived at the beach at Coney at 4 am, Sunday…”
The text ends: “When I got back to the city, I took a shower and finished my pictures. While I was at Coney I had two kosher frankfurters and two beers at a Jewish delicatessen on the Boardwalk. Later on for a chaser I had five more beers, a malted milk, two root beers, three Coca Colas, and two glasses of buttermilk. And five cigars, costing 19 cents.”

The timeless photo is often incorrectly dated and titled, in the first two Weegee monographs:

“Coney Island, the crowd turned to look at Weegee standing on top of the lifeguard station, 1938-39, Weegee, 1977, pp. 52-53
“Coney Island, 28th of July 1940, 4 o’clock in the afternoon” Weegee’s New York, 1982, p.41

A very selected bibliography of this Coney Island image (and its variants):

PM Daily, July 22, 1940, Vol. I, No. 25, pp. 16-17

Life, March 3, 1941, p. 108

Weegee, Naked City, New York: Essential Books, 1945, pp. 178-179

Photography Handbook, ca.1958, no. 6

Weegee, Weegee by Weegee, New York: Ziff-Davis Publishing Company, 1961

Stettner, Louis, ed. Weegee. New York: Alfred A. Knopf, 1977, p. 52-53

Coplans, John, Weegee’s New York: Photographs 1935-1960. Munich, GmbH: Schirmer Art Books, Schirmer/Mosel Verlag, 1982, p. 41

Centre National de la Photographie, Weegee, Paris: Centre National de la Photographie, 1985, fig.62-63

Barth, Miles, Weegee’s World. New York: Bullfinch Press, 1997, pp. 140-141

On December. 23, 1940, p. 18, PM Daily published a fraction of this photo, and:
“These Pictures Are PM’s Gift to You…
They are being given to readers who give PM Christmas gift subscriptions. Page 7 gives details.”