Trading From Your Gut by Curtis Faith
A really great book on building your instinct and intuition – a skill that is important in active day trading. Amazon link

One Good Trade by Mike Bellafiore
Probably the best book written on trading in recent years. It is an insight into the world of non-algorithmic proprietary trading. A very good read. Amazon link

No BS Day Trading
An eBook and video on trading the Tnote and Tbond. Even for those not trading these markets, it’s a good insight into modern day order flow/depth trading.

Principals and Psychology of Day Trading by George Slezak
The eBook is a collection of stories about trading principals and common misunderstandings that the author regularly observes in himself and in others during short term day trading, both in the pits and as an off floor trader. Google it.

Market Wizards by Jack Schwager
One of the first trading books I ever picked up and the first book I could not put down. I have bought several copies of these over the years because they keep getting nicked. Buy your own!
Amazon link