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Before you could cancel auctions anytime, you could infer if an item had been bought. Make a search to that shows it. Make the same search later, if the item is no longer here, it has been sold!

For example: you search a ring that is at 2h23min remaining time. 1 hour later, you perform the same search and the ring is not here: it has been sold.

Now that you can cancel any auction anytime, you can not be so sure. The only sure way to know what people are willing to pay for an item is to watch auctions : you know a minimum amount that the item will sell for.

I am asking that to better know the market and not being fooled by overpriced items.

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There is a way though to check if a specific item changed ownership but there are many limitations

from diabloprogress.com

they keep record of the items that have been seen on characters the only problem is that the item you see at AH and want to check must be an item that the player had equiped for some time so to be registered on him.. so if you see that this item changed ownership then you can assume that someone bought..

but as i told you this is very limited and not accurate 100% can't think any other way

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No, there is no way to know for sure if an item has been bought from the auction house.

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Aside from bids, and when items are your own. To check if someone bidden an item, try to bid on it. If the suggested amount is higher than the base amount, someone has bid. If the suggested amount is the same, noone has –  pinouchon Dec 19 '12 at 10:30
    
even if you bid on an item you can't have a 100% certainty of the price it will be bought because, if extensive bidding is happening in the last minute you will only see an estimation of the last "current bid" –  vortex Dec 19 '12 at 12:03
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Yes, but you can be sure that the item will sell for at least this amount. –  pinouchon Dec 19 '12 at 12:19
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