We study the macroscopic limit of a chain of atoms governed by the Newton equation. It is known from the work of Blanc, Le Bris, Lions, that this limit is the solution of a nonlinear wave equation, as long as this solution remains smooth. We show, numerically and mathematically that, if the distances between particles remain bounded, it is not the case any more when there are shocks -at least for a convex nearest-neighbour interaction potential with convex derivative.