LABOUR LAW: I quit my job, but I didn't mean it. Am I out of luck?

QUESTION: After five years of employment, last week my boss finally pushed me too far. For no apparent reason, he refused to allow me to take an extra vacation day on Thanksgiving weekend. It seemed like he was being petty to me and I told him I quit and went home. The next morning after I had cooled down I sent him an email telling him I didn't really mean it and wanted to return to work. He said don't bother. Now it looks like I get no severance and no Employment Insurance. Am I out of luck?