AHExport is a tiny addon that allows the player to do a 'getall' scan of the auction house, and saves all of the returned auctions in an easy-to-parse form in the WTF folder. The user can then use a script or other off-line tools to analyse the data for all auctions in the scan.
Also included is a MS-Excel spreadsheet with macros that will read the data into a spreadsheet at a push of the button, as well as analyze the pricing data in separate spreadsheet tabs for Glyphs, Leather, Herbs, Gems, Enchanting Scrolls, and Enchanting Materials. This spreadsheet is aptly called the "AH Commodity Broker" and allows you to easily analyse the market out-of-game.
Currently in development - will be in beta soon.