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The earth's atmosphere acts like a lense and only the longer wavelengths of light such as orange and red are able to penetrate the atmosphere. All the other colors of light are simply scattered off in random directions. This also causes the sky to appear blue during the daytime. Hope this helps.

The sun is shining through more atmosphere when it's near the horizon than when high up, because you're looking at it through an additional 100 miles or so of air that is near the ground (the densest part). And as previously stated, the air scatters mostly blue light, leaving red undisturbed.