I would say that there is no chance for you to be pregnant, if you had sex only the one time on the day you finished your period. Your body needs at least 14 days (this is for a woman who has regular 28 day cycles) to ovulate, in order for the sperm to come in contact with an egg. There would be no egg released at the time you had sex if it was indeed the last day of your period.
However with that said, miracles do occur and you should always be prepared for pregnancy if you are not using any protection!
You should go and see your doctor. The only way to know for sure is to have them administer a urine or blood test.