How do I plot in a graph (values from a txt file) a marker for a rapid change in gradient?

I plotted a graph using data from a text file, x and y, the values shoot very rapidly from very near to 0 to 4 and then to 31 (its salinity over depth). I would like to circle the parts of the graph where there are those sudden changes in salinity and include on the marker the depth at which this happens. Many thanks!