Try out this demonstration to help your students visualize the pressure increasing as they travel deeper.
Begin with an empty carton from a half-gallon of milk or OJ. (A bottle would work too, but it's much more difficult to make the holes).
Lay the carton on its side on the table and make a hole near the bottom of the carton.
Make a second hole 1 - 2" above the first hole and a third hole 1 - 2" above the second hole.
Fill the carton with water and set it on the table, with a tub to catch the water when it spills out of the holes.
When you're ready, remove the tape and observe the water flowing out of each hole.
The water coming out of the top hole is under little pressure (there's not much pushing on it), so it sort of dribbles out.