Can my employer hold a days pay until my last day of employment?

My employer recently changed my pay week from Monday-Friday to Friday thru Thursday. I do not work weekends. So basically I still work the same days. When my employer made this change, I noticed that on my next paycheck I was a day short. When I questioned the payroll department, they told me that when the pay week was changed that day was held and will continue to be held, and only be paid on my last day of employment. Is this legal? I work for a privately own transportation company in NYC.

Can my employer hold a days pay until my last day of employment?
You wouldn't have gotten paid for the Friday of the first week on the new pay schedule, since you would have already been paid on your previous check for that day. There isn't anything to be held.