I've written about this phenomena before but it's been awhile and those who have never lived in a Northern climate may not have ever heard of sun dogs before.
Sun Dogs, they are bright and beautiful BUT you don't really want to see them. The short story is that they are like little rainbow explosions but instead of moisture in the air (which causes rainbows) these are created by ice in the air and they only show up in sub-zero temperatures.
We started out our day with the temperature around 30 degrees above zero but it plummeted all day long to below zero. Currently as I write this the "feels like" temp is -29 degrees.
When you see sun dogs they are pretty but you may want to head South or at least head for a nice warm blanket.