Hi Birdiegirl617,
Thanks for contacting Apple Support Communities!
We're sorry to hear that you had a hard fall! We hope you're OK.
Although we're unable to speculate as to why it didn't detect this fall, there could be a few reasons why your Apple Watch didn't detect your fall. It could have been because Fall Detection was off, or you're under 18 years old. The Apple Watch isn't able to detect all falls as outlined in: Use Fall Detection with Apple Watch
Apple Watch cannot detect all falls. Your watch might detect high-impact activity as a fall and trigger Fall Detection.
We hope this helps.
Take care!