I want to crawl the page and check for the hyperlinks in that respective page and also follow those hyperlinks and capture data from the page
If you use server-side javascript it is possible. You should take a look at node.js
And an example of a crawler can be found in the link bellow:
http://www.colourcoding.net/blog/archive/2010/11/20/a-node.js-web-spider.aspx