I got my OCJP. It covers many topics, but (I feel) not enough to prepare one for industry projects.
Can you suggest which things I can study to be better prepared for the "Java Industry" ? Suggestions for any other unrelated technologies are also welcome.
Web application development is definitely useful, and you could also look at the Web Component Developer certificate to get a handle on the things you need to know for front-end Java web development.
Outside pure Java, you could look at how relational databases work and how to use them properly i.e. don't just learn the basic syntax of SQL but try to understand the principles of relational data modelling, transactions, use of indexing etc and how ORMs interact with a database. Most business applications out there are using databases all the time, so you will definitely have to use them yourself: if you are better at using them then you will be a better developer.
For example, you only have to look at the JavaRanch JDBC forum to see how many Java developers have problems with even the most basic database concepts and functionality. Try to become one of the people answering some of those questions, instead of asking them, and you would have a very useful (and in Java-land surprisingly uncommon) set of skills to offer potential employers.