If your SD card is formatted FAT32 then the maximum size of a file which can be saved is 4GB and a movie bigger than 4GB does not fit.
And above is your problem.
To solve it you have to format your SD card to exFAT. See below how to do it
Note: Formatting erases all data currently stored on the SD card. We strongly recommend that you backup all data on the card before performing these steps.
1.Insert the SD card into the PC
2.Open My Computer and right-click on the drive named Removable Disk (if you have multiple removable disks then check the capacity of the disk by selecting Properties)
3.Click Format.
4.In the 'File System' dropdown, choose exFAT
5.In the 'Allocation unit size' dropdown, choose Default allocation size
6.Click Start and close this window when finished.
7.Your SD card is now using the exFAT file system.