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If the spa is located on a higher level than the pool, a check valve on the pool or spa return line will keep gravity from equalizing the water levels. This is true for fountains as well, where the check valve should be placed on a fountainhead that protrudes from the water.
A check valve will keep superheated water from exiting the pool heater. This is important, as hot water can warp the plumping or backwash valve. Another check valve in the heater can keep corrosive gasses and liquids inside the chlorinator.
If the plumbing has two or more pumps, install a check valve on the outlet side of each pump. This keeps water from transferring from one pump to the other, keeping the impeller in place.
In addition, there are many different kind of check valves. In a flapper-style valve, a hinged flapper creates a seal if the water is flowing in the wrong direction. In a diaphram-style valve, the flapper is in the center of the valve, with two hinges. A spring and piston operate a spring-style valve, while a jandy-style valve features a spring and a flapper.