From personal experience myself and with friends, the level by which you are "startled" is in direct proportion to the proximity of the gunfire.

e.g. Hearing gunshots in the distance, you recognize they are gunshots, take note, but continue on your way. Hearing gunshots on your block or within a group you are in, you take immediate notice and react accordingly. But in either case, any time you hear them, is a reminder that the underlying fear never leaves.