Abbreviations depended on the directory publisher. Most directories I've used have a page for the abbreviations. Go to the very first pages of the directory (before the alpha listing or, if the alpha listings are partway through the directory, start there and scroll a few pages before them). Usually a table of contents will list page numbers for societies, clubs, schools, etc. and abbreviations. (Usually, clk = clerk; cond = conductor; mach = machinist; supt = superintendent. But again, it depends on that book.)
I don't know if you have an Ancestry subscription, so here is an example from a free site that has Chicago directories:http://chicagoancestors.org/downloads/1900a.pdf
(it takes awhile to load. Scroll down to Image 68 (1 of 29). The abbreviations in this particular directory are at the top of the A surname listings.