Use Dependency Auditor engine from VBA macro.

Dependency Auditor allows you to go through dependencies using Visual Basic macro.

This VBA code creates Dependency Auditor Engine:

Dim oEngine As Object
Set oEngine = CreateObject("XDA.Connect")

This engine has one method:
Trace( <Range>, <mode> )

Range - Excel's Range object for which dependency will be traced
mode - what you want to trace. Possible values:

precedents
dependents
inputs

It returns Trace Item object.

Trace Item properties:

Type - integer value, which represents contents of this item: 0 - Range of cells, 1 - Single cell, 2 - constant value
Range - Excel's Range object
Name - if this item is constant entered in the NameBox (type=2), this property returns it's name
Count - Count of the sub-items (dependents/precedents/inputs), depending on what you are tracing
Item( index ) - returns sub-item. Index is integer 1-based value.

Trace Item methods:

Display - show Dependency Auditor window, which starts tracing from this item.
Select - select current item (if this is Range) in Excel

Macro which exports precendents of the specific range into another worksheet looks like this:

Public Sub ExportDependenciesToSheet2()

On Error GoTo err_handler

  ' clear Sheet2

  Sheets("Sheet2").Cells.Clear

  Dim sSheet As String, sAddress As String

  sSheet = Range("C6")

  sAddress = Range("D6")

  Dim wb As Workbook

  Set wb = Workbooks.Open(ThisWorkbook.Path & "\Example.xls")

  Application.ScreenUpdating = False

  Application.Calculation = xlCalculationManual

  Dim oRange As Range

  Set oRange = wb.Sheets(sSheet).Range(sAddress)

  Dim oEngine As Object

  Set oEngine = CreateObject("XDA.Connect")

  Dim oTraceItem As Object

  Set oTraceItem = oEngine.Trace(oRange, "precedents")

  Dim nLastRow As Integer

  nLastRow = 2

  Call ExportTraceItem(oTraceItem, 1, nLastRow)

  Set oTraceItem = Nothing

  Set oEngine = Nothing

  'wb.Close

  Set wb = Nothing

exit_func:

  Application.ScreenUpdating = True

  Application.Calculation = xlCalculationAutomatic

  Sheets("Sheet2").Activate

  Sheets("Sheet2").Cells(1, 1).Select

  Exit Sub

err_handler:

  MsgBox Err.Description

End Sub

Private Sub ExportTraceItem(ByRef oItem As Object, nIndent As Integer, ByRef nLastRow As Integer)

  Dim ws As Worksheet

  Set ws = ThisWorkbook.Sheets("Sheet2")

  If oItem.Type = 2 Then

    ws.Cells(nLastRow, nIndent + 1).Value = oItem.Name

  Else

    ' worksheet name

    ws.Cells(nLastRow, nIndent + 1).Value = oItem.Range.Parent.Name

    ' cell address

    ws.Cells(nLastRow, nIndent + 2).Value = oItem.Range.Address

  End If

  nLastRow = nLastRow + 1

  Set ws = Nothing

  Dim oSubItem As Object

  ' export sub items

  Dim nItem As Integer

  For nItem = 1 To oItem.Count

    ' get pointer to sub item

    Set oSubItem = oItem.Item(nItem)

    ' export it

    Call ExportTraceItem(oSubItem, nInd