Dynamic Range Explained...

The larger the camera sensor, the more exposures of light it can collect. The human eye can see 24 stops/exposures of light. But digital cameras can see only 5 stops of light.This is why we have to shoot HDR photos in order to maintain even exposure throughout the frame. There is a huge difference between what we can see and what our camera can capture.
Watch Mark explain dynamic range and how it can affect our photos. If you're unable to figure out why a DSLR is better than a compact camera with 20x zoom, you must watch this video.

http://blog.djustified.com/2011/04/what-is-dynamic-range.html