I was told that the answer I gave to this question didn't actually show that the unit ball wasn't closed. Could someone please help me figure out how to do this? this is the original answer I gave ($S$ refers to the unit ball).
"We consider $S$ as stated. Clearly, $e_{i} \in \ell^{2}$ and $\|e_{i}\|_{2} = 1$ for all $e_{i}$, so $S$ is bounded and closed. .But since for $i \neq j$ $\|e_{i} - e_{j}\| = \sqrt{2}, $ the sequence $(e_{i})_{i=1}^{\infty}$ can not possibly have any convergent sub-sequences as they will not be Cauchy, so it is not compact."
The set $S$ is closed because it is equal to $f^{-1}\bigl([0,1]\bigr)$, where $f(x)=\|x\|$. Since $f$ is continuous, this is enough.