We consider exact nonlinear solitary water waves on a shear flow with an arbitrary distribution of vorticity. Ignoring surface tension, we impose a non-constant pressure on the free surface. Starting from a uniform shear flow with a flat free surface and a supercritical wave speed, we vary the surface pressure and use a continuation argument to construct a global connected set of symmetric solitary waves. This set includes waves of depression whose profiles increase monotonically from a central trough where the surface pressure is at its lowest, as well as waves of elevation whose profiles decrease monotonically from a central crest where the surface pressure is at its highest. There may also be two waves in this connected set with identical surface pressure, only one of which is a wave of depression.