Most of video indexing applications depend on fast and efficient archiving, browsing, retrieval techniques. A number of techniques have been approached about only pixel domain analysis until now. Those approaches brought about the costly overhead of decompressing because the most of multimedia data is typically stored in compressed format. But with a compressed video data, if we can analyze the compressed data directly. then we avoid the costly overhead such as in pixel domain. In this paper, we analyze the information of compressed video stream directly, and then extract the available features for video indexing. We have derived the technique for cut detection using these features, and the stream is divided into shots. Also we propose a new brief key frame selection technique and an efficient video indexing method using the spatial informations(DT coefficients) and also the temporal informations(motion vectors).