Getting temporal configuration values into date-range value equivalents

I collect a lot of configuration values from my database servers and most of these values are stored by date.

So often I end up with values such as:


config_date config_value
2010-09-01  value_1
2010-09-02  value_1
2010-09-03  value_2
2010-09-04  value_3
2010-09-05  value_3
2010-09-06  value_3
2010-09-07  value_3
2010-09-08  value_4
2010-09-09  value_4
2010-09-10  value_1
2010-09-11  value_5
2010-09-12  value_5
2010-09-13  value_5
I´ve been unsuccessfully been trying to figure out how to convert this in SQL into something like the following:


config_from config_to   config_value
2010-09-01  2010-09-02  value_1
2010-09-03  2010-09-03  value_2
2010-09-04  2010-09-07  value_3
2010-09-08  2010-09-09  value_4
2010-09-10  2010-09-10  value_1
2010-09-11  2010-09-13  value_5


The second format is often much shorter if configuration changes are not that frequent. While this is straight forward to do in a programming language in a single pass once you have the config_date ordered data, I can’t figure out how to do this with SQL and no programming. Celko´s books haven’t enlightened me either.

So do you know how to do this?