"Nothing of evidentiary value has been recovered", the Barron County Sheriff's Department said in a Thursday statement.
More than 800 tips have come in to the command center in Barron since Monday, when Closs' parents were found murdered in their home.
He said no one was communicating to the dispatcher on the 911 call but "some kind of disturbance could be heard". Barron is about 80 miles northeast of Minneapolis.
Operators called the number back they even tried to call the landline in the house, but it was disconnected.
Fitzgerald said Wednesday that the sheriff's deputies arrived at the family's home only four minutes after that call was placed.
On Wednesday, the deaths of James and Denise Closs were officially ruled as homicide by a medical examiner.
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"If we think it's key to the case where we need the public's help, we will disseminate that information", he said. "Some of it from that 911 call and some of it is part of the active investigation, and we're not able to comment on why we believe that". No gun was found at the scene he added.
Evidence from both the house and from the 911 call indicate Jayme was in the house when her parents - 46-year-old Denise and 56-year-old James Closs - were killed.
It's unclear if the attack was random or targeted, the sheriff said. "I don't know that answer", Fitzgerald told reporters. That's why those leads are so important'.
He said law enforcement officers will be flooding the small Wisconsin community of 3,300 people.
The release also said 100 volunteers is all that is needed, and if more show up, they will be turned away.
At a news conference, police said they had received about 400 tips from the public since the 13-year-old disappeared and an Amber Alert was issued for her. She remains in danger according to the sheriff.
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'There is a report that someone allegedly knocked on the door and as the father went to answer it gunfire erupted through the door.
On HLN's "Crime & Justice" Wednesday night, Fitzgerald told host Ashleigh Banfield that additional agencies, including the Federal Bureau of Investigation, are involved.
"(The FBI) are the experts in breaking down 911 tapes, looking at our phones, and taking care of all evidence in that manner", Fitzgerald said. A drone and infrared camera are used to search the area around the Closs home, but Jayme was not found.
"Unbelievable, its just something that doesn't seem to happen in our area", said Harold Lehman.
Jayme Closs is 5 feet tall, weighs 100 pounds and has green eyes and blonde or strawberry hair. Anyone with information is asked to the tip line at 855-744-3879.
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