Stop-limit order
A stop that, once triggered, places a limit order rather than a market order.
In plain English
It controls the worst price you accept, at the cost of possibly not filling at all. In a fast move a stop-limit can be jumped over, leaving you in the position you meant to exit.
Example
Stop at 95, limit at 94.5: if price gaps from 96 to 93, the order triggers but does not fill.