I didn't know daydreaming like that could be bad, especially since I feel much better after I daydream for a bit. I don't tend to rock when I daydream, but I always "wake up" with a dear wristband in my hand which I keep on my person at all times. I don't remember taking it off, but I do remember messing with it. It's mostly unconscious since I tend to play with it without noticing when I'm nervous or bored.

Although I do tend to rock just a bit when trying to force all my attention onto something. It does help, because it's a lot easier for me to think when my body's focusing on something else familiar.