In [28]: df
Out[28]: 
            Adj Close
Date                 
2012-12-24    2322.30
2012-12-21    2296.85
2012-12-20    2299.60
2012-12-19    2296.15
2012-12-18    2271.00
2012-12-17    2266.25
2012-12-14    2278.80
2012-12-13    2283.55
2012-12-12    2297.80
2012-12-11    2294.05

In [29] : start = df.index.searchsorted(dt.datetime(2012, 12, 23))

In [30] : end = df.index.searchsorted(dt.datetime(2012, 12, 15))

In [31] : df.ix[start:end]
Out[31]: 
Empty DataFrame
Columns: [Adj Close]
Index: []