David needed a rock of protection, one that was higher than his troubles, a divine protection. He was physically and emotionally drained, so he cried out to the "rock that is higher than I", knowing this was a place of safety with God.  David was not literally at the end of the earth, but he was in a place where safety and deliverance seemed obscure.

We've all walked, or will walk, through days of despair. During those days, weeks, or years, we must cling to God or sink further into desperation. Cling to the Rock through your days of trouble and He will grant you peace.