I hope that this stands as the definitive answer on how to avoid the question "What are you thinking about?", since all of you clearly want to avoid the question. In this writeup, I postulate that the correct course of action is to avoid the question. I believe that this tables the matter of how to avoid the question "What are you thinking about?" from now until the end of time.

Thesis: The only way to achieve your objective is avoid the question and not to make up some bullshit and pretend that you are saying what is on your mind.

Explication: "What are you thinking about?" is a loaded question. Rarely is it asked by someone who has a blank mind. Instead, it is asked by someone who has something in mind and wants, without revealing any information, to find out your thoughts about the matter (of if, for that matter, the matter is on your mind).

Why do the other noders propose offering a reply with downcast eyes? Moreover, why try to appear like you are giving a straight answer if you are not really giving a straight answer? Instead, be upfront that you are just as well-versed in such games: give an response that is obviously coy.

Example:

Q: What are you thinking about?

A: [intensely] Doritos! [pause, followed by a big smile]

The above conversation is translated by the sub-conscious thusly:

Q: What are your thoughts on "the matter"? Further, which "matter" am I talking about?

A: I am prepared to be just as mysterious as you. That is my response on the matter.