When does your insurance stop coverage after quitting a job?

While I was working for Costco I had put in my 2 week notice because I was moving for college. In my last week of work I had to go to the hospital and had get my pancreas removed. Now the insurance company is saying I have to pay for my hospital stay. I believe I was done with work on a Tuesday, and I got out of the hospital on the Monday before that but I couldn't work on my last day. I feel I should still be covered by their insurance, am I right?