For FixedPriceItem listings, you will need to listen to FixedPriceTransaction, ItemSold and ItemUnsold notification events (http://developer.ebay.com/DevZone/XML/docs/Reference/eBay/types/NotificationEventTypeCodeType.html)
FixedPriceTransaction - Applies to fixed price items only. The notification is triggered every time a buyer clicks on the 'Buy It Now' button and commits to purchase the item
ItemSold - Applies to both fixed price items and auction (Chinese) type items. It is triggered only when the item ends in a sale
ItemUnsold - Sends when item ended with no sale. It returns Item.SellingStatus.QuantitySold =0 in GetItem response for the item in question.
AuctionCheckoutComplete - Applies to both fixed price items and auction (Chinese) type items. It is triggered when the buyer complete checkout process and paid the Order
You can also use ItemClosed event which is triggered by ItemWon, ItemSold, and ItemUnsold events