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That is pretty incredible. I thought that the "Develop" menu and JavaScript profiler in Safari were great, but this deep tracing tool looks even better.
This is head and shoulders above Fiddler 2 for giving you a complete picture of what's going on.
Some tools I use

  Network
   WireShark (Cross Platform)
   Fiddler 2 (Win32)
     (Inject into SSL Requests)
  Browers Instrumenting
   Firebug (Firefox)
    FireQuery
    FireRainbow
   Html Validator (FireFox)
   Selenium IDE (FireFox)
   LeetKey (FireFox, mucking with URLEncoding/Base64 etc)
   Internet Explore Developer Tools (IE of course)
   Chrome's built in tools
   Safari's built in tools
I wonder how this gets such detailed information about network and DOM events without injecting debug signals into the browser binaries?
The article made it sound to me like they are altering the browser's code.
Can't you do this through COM? (Isn't that the point? I dunno, I've never programmed windows stuff...)
Yes. You can do nearly all this stuff just by hooking into MS's published interfaces. I've done many pieces of it myself, but seeing it tied together like this so comprehensively is amazing.
It isn't as well known as it could have been, but IE can be controlled completely using OLE.
Knowing John Resig, we'll get a blog post in 6 weeks showing a 30% speedup in jQuery in ie6 and 7. This man is a machine.
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I think dynaTrace guys did something insane. Kudos!

Believe me I was doing some IE stuff (BHOs) and working with their COM extension model is one of my worst experiences (right after creating installer using WiX system).

btw. check out my web-dev tools at http://binaryage.com :-)

How hard would it be for browser makers to make the kinds of information this tool needs readily available (instead of the tool maker to write very low-level code, basically a giant hack) and how much work would this save for the makers of tools such as dynaTrace?