You cannot access the session cookie because it is by default set to HTTPOnly.(You can see it using Firebug(Resources->Cookies->sessionid's HTTP column is checked))
Copying from the docs:
SESSION_COOKIE_HTTPONLY
Default: True
Whether to use HTTPOnly flag on the session cookie.
If this is set to True, client-side JavaScript will not to
be able to access the session cookie.
You can set: SESSION_COOKIE_HTTPONLY = False
in your settings.py if you really want to have access to it from client side code. Nevertheless it not a recommended practice.