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Just like your eye, your camera's lens has an aperture in it that can open and close to let in more or less light. When the aperture is more open, you get shallower depth of field; when it's more closed, you get deeper depth of field. This is all explained in detail in Foundations of Photography: Exposure. Obviously, as the aperture closes, less light gets into the camera. So by default, the camera always leaves its aperture wide open, so that when you look through the viewfinder, you see a nice bright image. Even if you have dialed in a very small aperture for shooting, when you look through the viewfinder, you're still looking through a wide open aperture, to ensure that you can see your scene clearly.
When you finally press the shutter button, the camera closes it's iris down to your chosen aperture setting. Because the aperture in your camera is always wide open when you're looking through it, you are not necessarily seeing the true depth of field that you will see in your final image. If you have dialed in a very deep depth of field by using a small aperture, you won't see how deep the final image will be simply by looking through the viewfinder. To help you pre-visualize your depth of field, your camera includes a depth of field preview button. When you press it, the iris is closed down, so that you can see the actual depth of field that will occur in your final image.
The depth of field preview button is located on the front of the Mark III body. Its tucked away right here. So what's great about this position over the traditional depth of field preview button position, which was before down under here, is that when your hand is around the camera grip, your ring finger should be resting right here, so you can have your forefinger up on the shutter button, and your ring finger right here on the depth of field preview button. Once you press it, the iris will close down, and it will stay closed down until you lift your finger off the button.
Now, when the iris closes down, your viewfinder will possibly get very dark, because there's just not as much light coming into the camera. This is why the iris was wide open in the first place, just so you could see the viewfinder. This can also make it more difficult to actually see the depth of field in your image. But if you wait a moment, and give your eyes time to adjust to the darker view, and if you can find a way to cup a hand over your other eye, and over the viewfinder, then your eye should adjust, and you should be able to get a clear view of your scene, with truer depth of field.
One more thing; the image in your viewfinder is much smaller than the image that you will most likely view on your monitor, or in a print, so it's going to be harder for you to tell fine sharpness in your viewfinder. Depth of field preview doesn't give you a perfect way to gauge very fine, subtle depth of field effects, but it should let you see if certain large things in your scene are in focus or not.
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