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Is it possible to send the audio/video to a 3rd generation AppleTV and close the lid on the MacBook? When I try it, the MacBook goes to sleep. Is there any trick to get this working?

It would help if we knew why you were asking, but yes, a MacBook can wake up with a closed lid. There are a couple of ways it can do this.

First is a feature called Power Nap. Technically, it really isn’t waking up, but it is performing a bunch of stuff that it normally would do when awake, such as check mail, update your calendar and reminders, update iCloud and Notes, etc. You can find a complete list at How Power Nap works on your Mac.

The second way is to attach an external keyboard, a pointing device (mouse or trackpad) and external monitor. When you do that, the MacBook will act like a desktop computer and stay awake when the lid is closed.

If you are asking if it can be waked up without external connections, it would depend on what you want to do. There are utilities out there that can do various things, but if the MacBook is sleeping, then there would have to be software on the MacBook itself that wakes it up periodically to see if its attention is needed for anything.

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Clamshell mode, by definition, means having an external monitor and keyboard connected. As Anthony posted, if you just close the lid without an external monitor and keyboard, it will go to sleep no matter what.

This MacRumors post seems to indicate it can be done with third-party software. However, I'd be wary of that fix if the display stays on while closed:

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