  As a model of market price, we introduce a new type of random walk in a
moving potential which is approximated by a quadratic function with its center
given by the moving average of its own trace. The properties of resulting
random walks are similar to those of ordinary random walks for large time
scales; however, their short time properties are approximated by abnormal
diffusion with non-trivial exponents. A new data analysis method based on this
model enables us to observe temporal changes of potential forces from high
precision market data directly.
