Princeton’s Center for Information Technology Policy is doing some amazing work in data logging by web sites that will shock and disgust you:

You may know that most websites have third-party analytics scripts that record which pages you visit and the searches you make.  But lately, more and more sites use “session replay” scripts. These scripts record your keystrokes, mouse movements, and scrolling behavior, along with the entire contents of the pages you visit, and send them to third-party servers. Unlike typical analytics services that provide aggregate statistics, these scripts are intended for the recording and playback of individual browsing sessions, as if someone is looking over your shoulder.

The stated purpose of this data collection includes gathering insights into how users interact with websites and discovering broken or confusing pages. However the extent of data collected by these services far exceeds user expectations [1]; text typed into forms is collected before the user submits the form, and precise mouse movements are saved, all without any visual indication to the user. This data can’t reasonably be expected to be kept anonymous. In fact, some companies allow publishers to explicitlylink recordings to a user’s real identity.

For this study we analyzed seven of the top session replay companies (based on their relative popularity in our measurements [2]). The services studied are Yandex, FullStory, Hotjar, UserReplay, Smartlook, Clicktale, and SessionCam. We found these services in use on 482 of the Alexa top 50,000 sites.

Source: No boundaries: Exfiltration of personal data by session-replay scripts