In a nutshell a 'dark pool' is a stock trading venue run by a broker/dealer, they allow traders/investors trade shares without the trading data becoming available until after the trades happen.
If this makes you think 'sorta like FX' you are on the right track, except forex trades are even less reported.
Anyway, back to Citi, more on the shut down of their electronic trading venue here at Reuters if you are interested.