I've done this twice, and I've got to say it's hard either way. First time I kept working, which was tough but I did it. I was out of work the second time and absolutely crashed. I guess it depends on your job, your workplace and your temperament, but I'd say if you can keep going, do it. If you can't, stop. There is no yardstick to measure how you are going because everyone's reactions are so different.
Thing is, you feel like shit anyway and that does not get any better if you are sitting at home, bored out of your bonnet and going down the financial gurgler, Mxx