The Day Trader's Survival Guide  -  Christopher A. Farrell.
 
The Day Trader's Survival Guide was written 15 years ago and was released in the year 2000.  For more up to date information and trading tips from Christopher A. Farrell, including addressing the important changes to market structure and trading on the NYSE and NASDAQ that have occurred over the past decade,  please see the 2nd edition of Day Trade Online, which was updated in 2008-2009.