Mauve alert

Mauve Alert is the universally reckognized color for danger. It signifies the highest level of danger, as acknowledged by most species in the universe. The Doctor and Rose pick up a mauve alert from a Chula ambulance that had been set to crash in the middle of World War II by Captain Jack Harkness. (DW: The Empty Child)

Red Alert
Red Alert signifies the highest danger for human, however, to those who reckognize Mauve as the highest, "Red's just candy" declares the ninth Doctor, implying that Red means low or no threat. (DW: The Empty Child)

Other levels of danger haven't been mentioned as of yet in the series.