While most of us enjoy fireworks at night, there are special formulations made for daylight use. Many use colored smoke (including black, which shows up nicely—if creepily—against a blue sky), and some even appear like flocks of crows.
In this video, we see an extended display of various types usable during the day. My favorite part is at 1:30:
Here's another example. It gets going after about 1:15, showing how this album cover was created.