PSW member Mark says:
Probably the most important thing to think about when trading (who’s playing the space and at what times?). very good knowledge to have. I’ve said this in past posts many times buy I HIGHLY suggest everyone read this book: Mind over Markets (by James F. Dalton).
Not a holy grail or system trading, just a methodical approach to understanding the players in the market and when they’re in it. Even if you don’t use the CBOE Market Profile, you’ll learn a lot about who’s in the market when with this book.
As a useful add-on to the book, member Alfred Toy adds:
Mind over Markets. If you are really interested in studing Market Profile. See Cisco-Futures
Also Dr Brett has an article on Market profile and some good links to reading material. (In addition) notice Jim Dalton now has a website with free pdf and video on Anatomy of Market Profile.