There are several alternatives:

non-maximized document window
Note that this same cross button can be found right under the Atlantis title bar when the document window is maximized:

maximized document window
Caution! Do not mistake the cross button closing the active document (circled in red in the above picture) for the cross button which can be found right above on the Atlantis title bar. That cross button is used to close Atlantis itself.
All open documents can be closed at once by pressing the corresponding toolbar button:
Alternatively, you can choose the File | Close All menu command.
Note:
You will keep the active document open on its own if you press the Ctrl key at the same time as you use the "close all documents" command.
See also...