It’s NOT a Mexican Holiday.
Mexican National Public Holidays:
May 5 - Cinco de Mayo, Batalla de Puebla (Battle of Puebla)
http://mexico.usembassy.gov/eng/holidays.html
http://gomexico.about.com/od/planningandinformation/qt/natl_holidays.htm
http://www.worldtravelguide.net/country/170/public_holidays/North-America/Mexico.html
http://www.rmorales.com/eventcalendar.htm
http://www.planetware.com/national-information/mexico-tourist-offices-national-holidays-mex.htm