Thanks for all your replies. There are many reasons why this could be happening. I wondering if perhaps the issue is that there is not much routine during the summer holidays. The lack of "programmed activities" may make it difficult for both of us - it gives her something to do, and gives me time to myself to get things done/relax a bit. Term time also takes the pressure off me to keep her occupied, or be her source of entertainment.
I also wonder if part of the problem is that in the past perhaps she has had too much attention. I work from home, so have had a nanny look after her a few afternoons a week. Clearly, the nanny's job is to keep dd occupied. When I am done with work/chores, I then turn my attention to her for play/activities, etc. So, between me and the nanny, dd is accustomed to having a lot of attention devoted to her. Perhaps the lesson ahead for her is how to accomodate someone else once in a while, and how to cope/entertain herself when she's not the centre of attention. Also, I don't want to turn on the telly as a way of entertaining her, so sometimes she will need to use her imagination.
bundle - I don't often do unpredictable things with her, and perhaps I should. Your suggestions sound like fun for both of us. I think for the most part I am focused on being productive (as a single working mum), so there is often not silly time. Maybe I need to wean myself away from always needing to get things done.
jibberjabber - thanks for your encouraging and sympathetic words. I definitely feel under pressure, but can't say that I feel depressed. I think perhaps I want so much to be a good mum, that I feel down when bad days happen between us. And, I think I feel particularly anxious now because we have had a series of bad days - and as bundle said, we've spiralled into negativity.
We definitely do special things together - for instance, we went swimming twice last week, to two birthday parties, and spent all day Friday doing things for dd (entertainer's show at the library, lunch out, soft play centre). So, she definitely gets one on one attention, and "treats".
And then there's the possibility that she's simply testing my limits. This morning she started to whine over something completely insignificant. I could see she was working herself up to a big, long, loud cry. I looked right at her and said loudly "stop it. That's enough, and if you carry on, you'll go to your room". She stopped in her tracks, and was completely fine. To be honest, sometimes I wonder if I've spoiled her and she becomes obnoxious when she can't get her way, and has to simply fit in with others.
I have lots of theories on what the problem could be, but what to put into practice to make things better? This mum business is bl**dy hard sometimes! Anyone still awake after my essay?