The Blessing Of Added Tachanunim

"According to the Midrashic tradition, Moses ascended Mount Sinai to receive the Second Tablets on Thursday, the first day of Elul, and descended forty days later on Monday, Yom Kippur. Since those were days when G-d accepted Israel's repentance for the sin of the Golden Calf, and demonstrated his love for Israel with the greatest of all gifts - the Torah, in the form of the Second Tablets - Monday and Thursday remain days of Divine mercy." (Artscroll Siddur, pg. 124)