Q: How to set a filter to be "Price changed today"?
A: Such filters already exist. 
Please look at the first set of filters on your grid. It's under "Filter By Changes Since" and there will be a date shown. The drop-down box will have such things as price increased, price decreased, gone out of stock, and got back in stock, etc. If selected, it will show you the items that have had supplier changes since the date shown. Once you're done reviewing, click the Reset link to change that date to today's current date. The filters will then only show you changes since the last time you reset it.
Therefore, if you're looking at it once per day and clicking the reset link after viewing, it will be showing you changes that have happened today.
Note: If you've changed the complexity level of your grid to "Simplified" please keep in mind it hides certain or more advanced features of Sku Grid. If it is the case and you can't see the filter, please go to your General Settings and change the complexity level to Advanced and save settings.
When you return to your grid, you'll be able to see the filters that were referenced.