"We hear people hunting", she said.
Their 13-year-old daughter, Jayme Closs, remained missing as of Monday evening.
Neighbor Joan Smrekar said she woke to shots close to 1 a.m. on Monday.
Fitzgerald made comments Tuesday morning during a news conference. "I'm not ready to rule how they died at this time".
Jayme Closs, 13, from Barron, Wisconsin has not been seen since the afternoon of Sunday, October 14.
"There's no immediate danger that we know of, but there are a lot of unknowns in this case, and that's the frustrating part". He said investigators knew of no immediate danger to the community.
Fitzgerald has pleaded with the public for more information that could lead police to Jayme.
He didn't elaborate but added that "every second counts in this case".
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There were no leads or suspects as of early morning on October 16, and police said that anyone with information about the case should contact the Barron County Sheriff's Department.
Fitzgerald debunked a rumor that she was seen in Miami.
"We followed up on that tip". "We're following up on phones and on social media". He said the call was unusual in that no one was communicating with dispatchers. Officials say she is not a suspect in the death investigation at this time. The couple lived at the home with their daughter Jayme, who is now missing and considered endangered. They are husband and wife and the mother and father of 13-year-old Jayme.
Jayme is described as 5-feet (1.5 meters) tall and 100 pounds (45 kilograms), with strawberry-blond hair and green eyes.
There is no history of run-ins with law enforcement at the home, including no custody disputes, he previously said. Soon after, sheriff's deputies discovered the bodies of James and Denise Closs.
Jim and Denise Closs had lived in Barron for as long as anyone can remember. This is a hard time for our entire team and we are mourning this loss and are still processing this awful tragedy. Investigators also visited her school, and spoke with her friends, according to the sheriff.
Anyone who has seen this missing teen, has been in contact with her or who may have information about this case is asked to call the Barron County Sheriff's Department at 715-537-3106 or dial 911 immediately.