everyone and the federal police department and agencies involved for working so hard to find my daughter, granddaughters and niko. thank you, everyone, for coming out to the candlelight vigil and saying all your prayers. they are greatly appreciated. keep the prayers coming for our family. we get more from cnn s scott mclean in frederick. reporter: dave and christine, we are hearing the story that chris watts told police. according to a new police arrest affidavit, he initially said he woke up early and told his wife he wanted to separate and went to work. she had apparently planned on going to a friend s house, but never returned. he then said he had killed his wife shanann, but not his daughters. he said after he told shanann he wanted to separate, he went down stairs. when he came up, he saw that