Is it true that the sunflowers always follow the sun? If so, what do they do on cloudy days?

I have watched them, as I am from the 'Sunflower State' and it seems they do, but I find it hard to believe, and on cloudy days, they almost look confused.

Any answers?

When the plant is in the bud stage, it tends to track the movement of the sun across the horizon. Once the flower opens into the radiance of yellow petals, it faces east. It is likely a defensive response. Facing south or west could result in sun-scalding of seeds during very hot days.