I have been working on different Salesforce data migration projects and I have noticed although I have checked the European Date Format box in Data Loader, Lexi Loader or Jitterbit the dates come through as one day behind when I upload them to Salesforce.
I have a suspicious this might be due to my location being in Sydney, Australia and Salesforce servers in the US. Hence the time difference is affecting the data upload.
The solution that I found was to add the timezone to the dates in my CSV file before uploading them to Salesforce.
You can easily change the date format column in Excel to the custom format YYYY-MM-DDThh:mm:ssZ. This will fix the problem.