Reading prints is the oldest form of order flow analysis. The useful information is not the price alone but the combination: size relative to average, which side of the spread it landed on, the venue, and the condition code.
A print is history, not intent. By the time it appears, the liquidity it consumed is gone, and an off-exchange print reports a trade that may have been agreed seconds earlier.
Example: on time-and-sales you see 200, 300, 100 shares at the offer, then a single 150,000-share print at the midpoint carrying an off-exchange code. The small prints are live taking; the big one is a completed block being reported and offers nothing to trade against.
Related: time-and-sales, trade-condition-codes, consolidated-tape, trade-reporting-facility