visa status

hi i resigned from a Hotel in Dubai on 19th February 2014 and on 19th Marchmy visa was cancelled as i searched for a job for the in grace period of a month in Dubai I found a job on the 7th April 2014. But as working in the Hotel Industry the Hotels in Dubai keep there employees Passports now my grace period of one month is over on the 18th April 2014. I want to know should I leave the country while my new job is busy processing my new Visa or may I stay while my new Visa is under process will there be a ban on my visa por should I just exit for one day ..PLEASE HELP I NEED IT REALLY