Ernest Hemingway famously said that he stopped only when he knew what came next: "You write until you come to a place where you still have your juice and know what will happen next and you stop and try to live through until the next day when you hit it again." The idea is that you can read what you've written before and simply pick up where you left off.
It's a great tactic and you should give it a try to see if it works for you. Everyone's process is different. Some writers like to end at the completion of the scene. There's something satisfying about having that kind of closure for a writing session. The mind can imagine and experiment with "what's next" until it's time to write again. This can also work for writers who are stuck. Other writers like to draft an entire story in a single sitting. Depending upon how much time you have, this might be a bare bones draft or one with significant development. Either way, it gives you a whole story to work with when you return.
Like all aspects of the creative process, the only right answer to this question is the technique that works for you. Give them all a try and see what happens. You may even find the right approach varies. Each story can demand a little something different.