Site URL

I developed a site on my hosted account and had a domain transferred.
Originally setup under example.com/client1 format. Now I have domain pointing to example.com/client1 and the site loads as it should.
Since I set it up under example.com/client1 and now want to change site URL and Home to actualdomain.com – it will not load site if I change.
What am I doing wrong since the domain is pointed to the file structure where the site is located.?