That is a rare sight and I don't think I've ever seen the sky that blue in photos of Shanghai. I read the other day that China forces factories and other polluters to shut down for 2-3 days every now and then to clear the air. I guess that combined with good weather made for a great shot!
The fog is thicker than it might look in the picture, its a de-fisheyed photo so the harbour is only about 40 feet away and there is actually another breakwater and peninsula that should be in plain view. Some days you cant see more than 1 telephone pole at a time.