T-SQL (SS2K8) :: Consecutive Streak Excluding Weekends

I'm trying to write an algorithm that returns the most recent and longest consecutive streak of positive or negative price changes in a given stock. The streak can extend over null weekends, but not over null weekdays (presumably trading days).

For example, lets say Google had end of day positive returns on (any given) Tuesday, Monday, and previous Friday, but then Thursday, it had negative returns. That would be a 3 day streak between Friday and Tuesday. Also, if a date has a null value on a date that is NOT a weekend, the streak ends.

In the following code sample, you can get a simplified idea of what the raw data will look like and what the output should look like.

set nocount on
set datefirst 7
go
if object_id('tempdb.dbo.#raw') is not null drop table #raw
create table #raw

[Code] .....

I should also mention that this has to be done over about half a million symbols so something RBAR is especially unappealing.