How low to drain for closing?

A waterfall is like a return, but not in the pool. Just clear the line and you are all set unless specifically designed with ports have the ability to install either a black plug or threaded plug. You are above the water line and I doubt the waterfall will fill up with water.

Regarding where to lower your water. Entirely up to you. If you are using a shop vac, then lower below the returns. If you are using something more powerful, then you could close the returns under water. There is no right or wrong way of doing this. If you clear out 90% + of the water in the lines, then you will be fine. Water expands at about 9% (If I remember correctly).

The main drain is a different story. This requires air to be locked in the system. There are many members who have successful closings that drain below the returns and that only drain below the skimmers. Some do not drain at all and are still successful, especially if they hired outside PB to have their pools closed.
 
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