Hi, if I have several sites on same niche, when I look at amazon associates reports, how can I know which site is the one that user visited to make a purchase?
You should create a new tracking ID. Account Settings> Manage Tracking ID's Then you can use one for one site and the second one for another.
In your "account" you'll find "tracking-id" report and url tracking to see where it is coming from. It's limited, but should offer some more insight.
You could also run your links through a redirect script, to track how many clicks individual banners/links/pages get