Combine 2 cups brownie mix, 1/4 cup water, and egg white in a large bowl; stir well with a whisk. Spread batter into an 8-inch square metal baking pan coated with cooking spray. Bake at 350° for 20 minutes. Cool in pan on a wire rack. Cut evenly into 9 servings.
Place caramel topping in a small microwave-safe bowl. Microwave at HIGH 30 seconds, stirring after 15 seconds. Cool slightly. Stir in pecans.
Top each brownie with 1/3 cup ice cream and about 1 tablespoon caramel-pecan topping.