how do you turn off the apple TV box? There doesn't seem to be an off button. The status light stays on.

only way to truely turn it off is on the switch or pulling the cable out of it

Usually, when you put it to sleep mode, the status light will turn off. To put it into sleep mode, go to Settings.

If you want it completely off, then I guess the only way to do it is to pull the electric plug.