WHAT IS AN ORANGE ALERT? A Homeland Security Advisory System.
According to WIKIPEDIA, in the United States, a Homeland Security Advisory System was created in response to the events on September 11, 2001. The system consists of “a color- coded terrorism threat advisory scale. The different levels trigger specific actions by federal agencies and state and local governments, and they affect the level of security at some airports and other public facilities”.
The ORANGE ALERT specifically identifies a High Risk probability hof a terrorist attack and its potential gravity.