Dickinson describes the two events that befell her as things that "closed" her life. This makes it seem as though they were so altering and had such a dramatic effect on her, that they made her feel as though she, herself, were dying. In other words, they felt how she imagines death will feel. She wonders if actually dying will, indeed, feel like these earlier closings: "If Immortality [will] unveil" yet a third closing to her with her actual, literal death.  

These two events were "So huge, so hopeless to conceive," that she seems unable even to describe them now. Or maybe, it doesn't really matter what they were because such a feeling is universal and describing her two closings in detail would remove that sense of universality. Because she does use the word "parting" and refers to heaven and hell, it sounds as though the events that "closed" her life could have been the deaths of other individuals, people who must have meant a very great deal to her. She writes, 

Parting is all we know of heaven,
And all we need of hell.

One might interpret this to mean that the only way for one to get to heaven is to part with loved ones; however, it is hell for the loved ones who are left behind when one departs.  

Dickinson describes the two events which befell her in the first line of the poem when she states that her life "closed" before its close. By this, Dickinson means that these events were so powerful and so traumatic that it made her feel as though as her life had ended. This idea is further supported in the third line of the poem when Dickinson uses the word "immortality" to describe the cause of the events. By using this word, Dickinson suggests that they were so significant and life-changing that they had a supernatural or divine origin.

In addition, in the fifth and sixth lines, Dickens describes the events as "huge" and "hopeless to conceive." Once again, she hints at the life-changing aspect of what befell her. This may also explain why Dickinson does not tell us what actually happened to her: the events were so calamitous that she cannot bring herself to reveal the details.