I felt threatened at my job by manager's anger and display of violent actions. Help please?

At my job (grocery store) I had forgotten to pull up an order in the cash register and the order was never brought up. By the end of the day my boss saw that there was a saved order and he started questioning me where the order was, I gave him my honest answer, which was that I didn't remember where. He then started asking me where it was four more times and yelled at me. Since I didn't know what to say he grabbed a container of hand sanitizer and slammed it with violent force against a table counter. He then threw it to the floor and started shaking and turned completely red. At that moment I felt intimidated and threatened by him; so I decided it was best for my safety to leave early because I didn't know what he would do next. I then informed him that I would leave early and talk to the store manager about the incident. He accused me of threatening him by reporting him to the store manager. Please tell me want should I do? What do I have within my legal rights??