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Steady your voice and speak at an ordinary volume to your class (or quieter if you are trying not to be heard). Try to sound as cool and collected as you normally do when you are trying to get them to quiet down and follow directions.  Speak in short, simple sentences. Tell your students exactly what to do. Calm yourself first. Take a deep breath. Breathe out slowly. Address yourself by name in your head. Say, "Alright, Mitchell, calm down." Try to behave as if everything is under control and show your students to the safe corner. Be quick about it and give your students clear instructions in a reassuring tone. Say something like, "Everybody go to the safe corner" or "Please quietly stand up and walk to the coat closet." Once everybody is in place, keep reassuring them. So long as you aren't worried about your voice carrying through the door, you can help keep your class calm and in control with words.  Act hopeful. Say, "Help is on the way" or "We are waiting for the helpers to come get us." Compliment good behavior. Say, "Everyone is doing a great job staying quiet." Reassure them that you are taking care of them. Say, "I'm right here," or "I'm your teacher. Let me protect you." If you are waiting a long time, help them think about pleasant things. Ask them to imagine a cool vacation they took or a beautiful place they'd like to go. Smile, wink, give a thumbs up, and nod if your students are looking at you. If you are trying to quiet them down, put your finger to your lips, or make the quiet signal for your classroom. Just looking at you will give them hope. Each school's plan will vary a little, but some steps to a lockdown are consistent:  Check the hall for lingering students. Lock the doors. Pull down the blinds. Turn off all lights, including computer monitors. Direct your students to a designated safe space. Turn your cell phone to silent, or off. Wait for the right signal before you let anyone out.
Speak calmly. Direct your students to safety using simple commands. Say comforting things to your students. Provide visual reassurance.  Follow all the protocol to keep your students safe.