At roughly 5 p.m. Tuesday, police upgraded the urgency of the case, because of the length of time that has passed since Watts was last heard from. She and her daughters were reported missing Monday afternoon.
Police also said that medical issues might exist with Watts' daughters.
An Endangered Missing Alert activated Tuesday by the Colorado Bureau of Investigation described Watts as 5 foot, 5 inches tall and 148 pounds with hazel eyes and black hair. Bella is 3 foot, 6 inches tall and 40 pounds, with brown eyes and brown hair. Celeste is 3 feet tall and 37 pounds with hazel eyes and blonde hair.
Chris Watts, Shanann Watt's husband, spoke to 9NEWS and said the situation's been traumatic.
"I'm just hoping right now that she's somewhere safe..." he said. "Like, this house is not the same. Last night was traumatic. Last night was - I can't really stay in this house again with nobody here."
Police have not said if they suspect foul play is associated with the disappearances and were not specific where Watts and her daughters were last seen.
On Wednesday morning, the FBI and the Colorado Bureau of Investigation were brought in to assist with the investigation.
A close friend said she dropped off Watts at home about 2 a.m. Monday when they got home from a work trip. She saw her go inside. She said the two friends were supposed to meet later in the day, but Watts didn't answer her phone.
“I called her and texted her several times," Watts' friend said. "I knew she had a doctor's appointment that morning because she’s pregnant. She didn’t show up for it … and I was even more concerned." Watts' friend said she called police on Monday and walked through the house with officers as they did a welfare check.
Police confirm the behavior is out of character and that's why they're concerned. They searched the neighborhood with K-9s and officers most of the day.
Around noon on Monday, using a doorbell camera, Chris Watts' said he saw a friend of his wife come to the home, but when no one answered, he became worried.
Chris Watts returned home, but Shanann Watts, Bella and Celeste were not there even though her car was still in the driveway.
On Wednesday night, after appearing on NBC's Today show and giving interviews to other outlets, Christopher, 33, was arrested.
He was taken into custody but is yet to be charged. Family members say he confessed to the murders on Wednesday night after pretending for days not to know where his wife and kids were.
Watts is 15 weeks pregnant and was scheduled to find out the gender of her and her husband's third child in a couple of weeks.
"Shanann has a schedule and she goes by that schedule and she does not deviate," said high school friend Lauren Arnold. Arnold said she moved to Colorado around the same time as Watts. "The girls are on a schedule. She has things that she does every day. A dead cell phone is not an option for her. She always has her communication with her."
A news conference took place at 3:30 p.m. Wednesday at the Frederick Police Department. During the media briefing, police said there is no threat to the public and officers are continuing to canvass the neighborhood and a nearby trail system for the missing family.
Police declined to comment further on the investigation. A second news conference is scheduled for 6 p.m. Wednesday, but it's not clear what information will be released.
Police are now asking for the public's help to find the missing mother and young girls.
"There is a lot at stake here and we are exploring all avenues," Frederick Police Sgt. Ian Albert said Wednesday. "We are working around the clock on this case and will not rest until we have the answers we are looking for."
Christopher Watts, 33, was arrested and brought to the Weld County Jail for investigation of three counts of first-degree murder and three counts of tampering with evidence.
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