All websites should have some sort of tracking installed on them to allow you to see how the site is performing and the effect any marketing is having on the traffic and or sales within your website.
It is relatively easy to install tracking software on to your website and most servers already have some sort of stats available to you. Google Anlaytics is a free tracking software, that if set up and used correctly, can be a very powerful tool. If you do Google Pay per Click you can also link this in to the stats package to allow you to follow a visitor right from the search and click on your ad to see where they go on your site. Google Analytics can show you information such as search terms, time on site, most visited pages and the most popular exit page. If you have one page that seems to be higher than the rest in terms of the number of exits, then you should check that page and check why people would possibly be leaving. It may be that they have found the information they are looking for or it may be that there is an error on the page that needs to be corrected.