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Shocking a pool has lots of misconceptions. Most people think that when your chlorine is low you must shock. That is not true. If you shock when the chlorine is low you are only raising the chlorine level. That is not shocking.
Actual Shocking is only needed when your combined chlorine is at least double the free chlorine. What this does is break up the chloromines so the chlorine is active again. Chlorine becomes locked up or basically immune to the bacteria in the water. If you do not shock you will use more chlorine than you should. If you smell chlorine in a pool the chlorine is actually low and that pool needs chlorine and not a shock. (unless the combined chlorine is high and free chlorine is low).
Now that you are confused, we must discuss different types of shock. The cheapest shock is calcium hypo. This is ok but adds calcium to your water which in most cases is too high anyway. The next shock is di-chlor shock and is much stronger than calcium. Their is also Tri-Chlor shock but do not use that on colored or vinyl lined pools. The best shock to use is non chlorine shock. While more expensive it will treat 10,000 gallons of water with 1 lb and works in 10 to 15 minutes. This is true no matter what the combined chlorine is. If you use chlorine shock you need to get to breakpoint which is 10 times the current chlorine level so you may need many bags of chlorine shock.
Note: If you just need to raise your chlorine level, buy granular chlorine or liquid chlorine. It is a much better deal than buying chlorine in 1 pound bags.