pH Indicators change color at different solution pH values.

Indicators are weak acids or weak bases. They ionize in solution according to its pH. The color of ionized form is different than that of the non-ionized form. For example, methyl red (weak acid) has a red color for the acid form ( non-ionized ) at solution pH below 4.1 and a yellow color for the salt form ( ionized ) at solution pH above 6.1. However, at solution pH between 4.1 and 6.1 the color is mixed between red and yellow depending on the extent of ionization. Therefore, at  solution pH closer to 4.1 a domination of the red color appears while at solution pH closer to 6.1 a domination of yellow color appears in solution. The pKa value for methyl red is 5.1. Therefore, at solution pH = 5.1 the ionized and non-ionized forms are present in equal amounts (see buffer equation). At 1 unit below pKa (i.e. at pH = 4.1) the concentration of the non-ionized form is equal to 10 times the concentration of the ionized form. Therefore, the color of the acid form (red) is dominant. On the other hand, at 1 unit above pKa (i.e. at pH = 6.1) the concentration of the ionized form is 10 times that of the non-ionized form and the color of the salt form (yellow) is dominant.

Examples on indicators:
Methyl orange, pK = 3.7, color switch across the pK value : red to yellow.
Phenol red, pK = 7.9, color switch across the pK value : yellow to red.
Phenolphthalein, 9.4, color switch across the pK value : colorless to red.