Market Order - Order to buy or sell a security at the existing market price.
Limit Order - Order to buy, or sell, a secuirty at a set price (which is known as the limit price). In this case your order will be filled only if someone is willing to accept the price you set as your limit buy price (or in the case of a limit sell order when someone is willing to pay at least the limit price you set).
Stop Market Order - Order to buy, or sell, once a security hits a certain price. This is largely a method used by investors practicing technial analysis. So for example, if they wanted to buy a stock once it "broke out" of a trading range they can enter an order to buy (as stock now trading at $16 ) once the stock reached $20 a share. The stategy is based on the idea that if the stock reaches $20 it will continue to increase in price. Why not just buy at the lower price? The stock may not reach the $20 level at all and may in fact decline instead.
Stop Limit Order - similar to a stop market order but instead of activating a market order once the price is reached a limit order is activated. For example, once the stock reaches $20 an limit order to buy at $20 will be activated.
Stop Loss Order - a specific form of a stop order used to limit losses or reatin gains. For example if the stock is bought at $20 an order to sell if it declines below $18 can be used to protect the investor from taking a large loss. It can also be used to protect gains. Say a stock that was bought at $20 has risen to $35 dolars and the investors would like to hold for futher gains but doesn't want to risk losing all their profits. In that case they could choose to enter a stop loss order with a price of $30. A stop loss order is just a specific form of stop order. It can be entered as a stop market or stop limit order.
Selling Short - see full description

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