Without hooking you up on a machine it's pretty hard to say exactly what brainstate you are in.
However one thing is certain, as soon as you start defocusing your eyes you are withdrawing from the outer world and producing a lot less beta and a lot more alpha and possibly theta.
Daydreaming is where your mind is wandering off to into inner thoughts (fantasy, imaginative adventures or holidays on beautiful tropical Island are some themes and there are no limits where your imagination can take you.) usually occurs when we are tired or bored, you find yourself physically relaxing as well, switching off the outside world even though you are awake. The longer you're doing that the less beta you are producing as you are getting ready to fall asleep 
Alex