oh man, if it's something like College entrance exam, THAT will get you depressed. but other than that, not really.
AP exams, SAT, ACT, any type of College entrance exams, etc... are very critical stuff.
Hmmm... I've been depressed, I know a lot of people who are/were depressed. so best way to get out of it is actually simple, but quite difficult.
All you gotta do is let out your feeling and talk about it.
But then again, I think it depends on what kind of depression it is.
Some depression is from Stress, some are emotional, experience, shock, etc...
but mostly, talking through is the best way. Another option? Get a sand bag/punching bag.