Apply direct pressure, for a few minutes. Keep checking. If after 1/2 hour the bleeding does not stop- You need help. If it doesn't stop, that's most likely because you've hit an artery, arteries pump blood, and the blood is being pumped out of you, instead of through your heart.
Also, if the depth is the problem, then I'm guessing if you see any muscle, or the two sides of skin don't stay together, you most def. will need stitches. I'm not too sure on that part though.
Try googling first aid for wounds, no need to specify SI wound.

Remember: it's better to be safe, than sorry.
Good luck,
Take care of yourself.
<3 Bella