Executed a Stored Procedure in the Production Server and the following warning message is shown I executed a stored procedure on the production server; and though it shows that query has been successfully completed it doesn't allow me to close SQL Server Management Studio and the below warning message is shown. Please advice I'm more concerned because this is the production server.
When you are closing SSMS, it check for 

IF @@TRANCOUNT &gt; 0 ROLLBACK TRANSACTION


Or you can use sys.dm_exec_requests

SELECT open_transaction_count FROM sys.dm_exec_requests WHERE session_id = @SessionId


In this case you have an open transaction so on connection closure process SQL Server will roll back that transaction. In this case you need to take a look at the stored procdure dbo.GenActiveItemPriceList and identify what is this transaction is which is not commited and it's furter impact.