The depth of anesthesia estimation has been one of the most research interests in the field of EEG signal processing in recent decades. In this paper we present a new methodology to quantify the depth of anesthesia by quantifying the dynamic fluctuation of the EEG signal. Extraction of useful information about the nonlinear dynamic of the brain during anesthesia has been proposed with the optimum Fractal Scaling Exponent. This optimum solution is based on the best box sizes in the Detrended Fluctuation Analysis (DFA) algorithm which have meaningful changes at different depth of anesthesia. The Fractal Scaling Exponent (FSE) Index as a new criterion has been proposed. The experimental results confirm that our new Index can clearly discriminate between aware to moderate and deep anesthesia levels. Moreover, it significantly reduces the computational complexity and results in a faster reaction to the transients in patients' consciousness levels in relations with the other algorithms.