1million, it's because other people chased the same deal and they beat you to the sale. The market is in real time, so you gotta be quick. What I do after chasing a deal and missing it, is I park myself in front of the empty roadside stall, cry a little, and then wait for the farmer to put other stuff up for sale. Normally, when a person has good prices for one item, they have good prices for their other items.
cherry112, in the early game I found I made the most profit selling sugar cane to the townsfolk who visited my farm. Later in the game, when you upgrade to a bigger capacity barn and silo, you can make money buying bulk goods & crops from the market for low and selling to visiting townsfolk for high. This works because when the townsfolk visit your farm, they seem to prefer crops & goods you have the most in-stock of and the townsfolk increase their order accordingly depending on how many you have in stock. This is not always the case, but it seems to be a general trend. (Buy eggs for 5 each sell and sell to townsfolk for 10). Don't go crazy though, the crops/goods take up a lot of space in your barn/silo and may take a few hours to sell.