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When someone leaves my site, is there a way for me to know what site they left to? Like if someone is at my site, and then decides they want to go to google, is there a way for me to know they left my site to go to google.com?
Outgoing links, yes. eg. redirect.php?url=http://www.google.com/
Any site, sure. That's what people like to call "spyware". But you shouldn't be dealing with that garbage.