Denotation: the literal meaning of words.

E.g., When a policeman cries out, as you drive by, "Pull over!," he is commanding you to slow your car and exit the highway to the shoulder nearest him, immediately.  The utterance may be ambiguous, since he has not told you where to pull over or what to pull over, but no sensible person would quibble, perhaps because of his command's connotations.