This is a rush transcript from "On the Record ," August 6, 2008. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: Tonight, there's breaking news in the disappearance of little Caylee Anthony. Crime scene investigators returned to the grandparents' home today, but what were they looking for? "On the Record" has obtained information you will not hear anywhere else about why investigators were at the house and what may have happened to little Caylee. Now, Caylee's grandparents go "On the Record" in a few moments.

But first, Mark Fuhrman is on the ground and is tightening that timeline about exactly when little Caylee might have disappeared. On June 15, Father's Day, Caylee's grandparents saw Casey and little Caylee.


MARK FUHRMAN, FMR LAPD HOMICIDE DETECTIVE: June 16, George and Cynthia still have Caylee and Casey in the house. And at about 12:50, Casey leaves with Caylee from the Anthony residence. Cindy is already at work, the mother. The mother of Casey is already at work. George leaves at approximately 2:30 PM that day.

Watch Greta's interview

Now, what we're learning here is that this timeline is tightened up to June 16, and now we can even tighten up just exactly what kind of activity was actually going on that afternoon. Later in the afternoon, starting at about 3:00 o'clock, we have a source that has shown us that there is a flurry of cell phone activity from Casey's phone. Some of those calls, six in a row, that are just a two minute or two apart, trying to get ahold of her father, six phone calls to her mother and two other individuals which we are not describing at this time.

Now, the activity ceases for about two hours at about 4:00 o'clock, and then continues several other phone calls to the mother, the father and a couple of other individuals between about 6:00 and about 7:30. There are no other calls until the next day. That would be the 17th.

Now, there is new information also that tightens this timeline up. We've talked about the shovel, that right next door in that house right there, Casey Anthony went to that house and borrowed a shovel. It hasn't been disclosed what day. We feel it's important, and so does our source, that we tighten up this timeline so people that might have some information during this short two-day period, they might come forward because something that they passed off as information that was possibly not important now becomes important.

Casey Anthony went to that house on the 18th of June. So the 18th of June, we have the shovel that is borrowed next door from Casey Anthony. And then we move backwards. Now, on that day, June 18, there's also another flurry of phone calls, short, reaching-out phone calls.

Now, you can't theorize. You can't speculate on what all this means, but we have now some of the most important items in the case have been reduced. Instead of from June 9 to an unknown date sometime in July, now we've tightened this up to between June 16 at 12:50 PM to sometime in the afternoon of June 18 on Wednesday, when Casey Anthony borrowed the shovel.


VAN SUSTEREN: Former LAPD homicide detective Mark Fuhrman is live on the ground in Orlando. Mark, I want to talk to you about the timeline in a second, but first let me go to the search today. CSI was there today. Do you know how long, whether they recovered anything, and what they were doing?

FUHRMAN: Well, it looked like they were here for a couple of hours, and the information we got here is they were using black lights to try to identify specimens, and that would be, you know, blood, urine, semen, anything that would be of evidentiary value. We don't know exactly how many rooms they searched, but they were there for about a couple hours. And they did take -- it looked like they took a window blocking, you know, panel so they could have complete darkness when they were using the black light. So that's all we know thus far.

VAN SUSTEREN: Mark, I know this is a tough case and I know that the sheriff's department, who's leading this investigation, really wants to solve this and find this child. But it is August 6 that they're conducting this investigation, and a lot of people have been through that house. Even we've been through that house. You would -- you know, is there any explanation why they didn't search the house on July 15?

FUHRMAN: Well, you know, we can be critical of this, but you know, with these kinds of investigations, they're really not alerted. We've just tightened up the timeline between the 16th of June 16 to the 18th of June, where there's an activity that we can identify as unusual. And they're notified July 15, and by the time they get rolling -- you know, they were already one month behind, so you know, that's tough on them.

As the investigation, you know, proceeds and they get new information or they work is some kind of information into where they think they could have evidence, they write a search warrant. And it's not unusual. I mean, it's really not. It's not like they have, you know, victims that are deceased in a home, where they're expected to write search warrants immediately for phones, cars, houses and outbuildings. So it's not disturbing to me to see this happen in this progression, or this slow process.

VAN SUSTEREN: All right. Now, the grandparents. Are they cooperating fully with law enforcement?

FUHRMAN: You know, from our information, they are absolutely. They're cooperating, and of course, they hope that Caylee's still alive, as we do, but the longer that we have no information about the whereabouts of Caylee from Casey, the mother, then, of course, you know, that's the problem. She holds the information, if she does, about the whereabouts of Caylee or just exactly what happened to her. But the grandparents seem to be cooperating, yes.

VAN SUSTEREN: All right. Now, the business about the -- there's a pool in the back yard, and there's something about the ladder connected to the pool. And in fact, if you can just stand over on -- I've actually got a picture, so you can explain the significance of new information on the ladder and the pool in the back yard. What is the story on this ladder?

FUHRMAN: Well, it's interesting. You know, the grandparents are telling me that on the 16th, when Casey and Caylee are leaving that morning at 12:50 -- the previous night, Cynthia, the grandmother, and Casey swam in the pool. After they were done, they take me ladder, which snaps off, and then they take the ladder away from the pool so Caylee can't climb up it by herself.

Now, nobody swam in the pool after that night on Sunday. Nobody swam there on Monday. And then Tuesday morning, they noticed that the ladder was back up on the pool, hooked up, and the gate on the side of the house was open. So it's interesting information considering the activity that preceded -- you know, preceded that on the day before.

VAN SUSTEREN: And as well, the significance worthy of investigation is that it happens within the important part of the timeline, at least what we believe to be important now, between the 16th of June, which is the Monday, and the 18th of June, Wednesday, that you outlined.

FUHRMAN: Absolutely. And I think there's something to be noted here, that these calls were unanswered. And you know, this flurry, the way it was described, the flurry is one call after another, separated by a minute, minute-and-a-half, going to the same person, a different place, a home, a business, a cell phone, and just constant. And it keeps up, and there's no answers. And then, all of a sudden, the activity stops, and there's a gap. And the same kind of activity on the 18th, when Casey Anthony actually borrows a shovel from the next-door neighbor.

Now, there's something interesting about this, Greta, too. The next- door neighbor is in the yard when she borrows the shovel. And the next- door neighbor notes that she backed her car into the driveway, and he never saw her do that before. Unusual? Possibly. Connected? Possibly. But he still noted that. So it's interesting how these things all kind of tie in together in a very suspicious series of events.

VAN SUSTEREN: Indeed. Mark, thank you.

FUHRMAN: Thank you, Greta.

VAN SUSTEREN: Now for more of your interview with Casey Anthony's parents. The last time either of Casey's parents saw little Caylee was Monday, June 16, the day after Father's Day. For the next month, Casey's parents say they saw Casey, the child's mother, only one time. They never saw their granddaughter, Caylee.

On July 15, Cindy Anthony, the grandmother, finally tracks down Casey, but little Caylee is not with her mother. By this time, Cindy realizes that her daughter is not being honest about where little Caylee is. Cindy finally decides if she can't get the truth out of Casey, maybe the police can. Cindy then drives her daughter, Casey, to the sheriff's office.


VAN SUSTEREN: When you were driving around, I think you said, Where's my granddaughter?

CINDY ANTHONY, MISSING TODDLER'S GRANDMOTHER: Yes, I asked her where Caylee was at. And she told me that -- again, immediately that she was with the babysitter. And she said, Mom, we could go pick her up tomorrow. And I said, I'm not waiting another day to see her. I said, You're obviously not where you said you were, and you know, I'm not a believer right now that Caylee is where you're saying she is. And she maintained that she was with the sitter and that she was safe. And I said, Well, that's not a good enough answer.

And we drove around for a while, and when I didn't get the answers that I wanted, I said, Well, if I can't get you to tell me where she's at - - and at this time, we weren't yelling and screaming, anything, still very calm conversation.

I said, Well, I guess I'm going to have to just drive to the police station. So I drove to Orlando police station, which was close to our home. And it was after 5:30. I didn't know they closed their doors at 5:30. So I sat in the parking lot, and I said, Well, you know, I don't know what else to do. I said, I'm going to call 911. And she said, Go ahead, Mom. You can call.



CINDY ANTHONY: Hi. I drove to a police department here on Pershing, but you guys are closed. I need to bring someone in to the police department. Can you tell me where I can -- the closest one I can come into?

911 OPERATOR: What are you trying to accomplish by bringing them to the station?

CINDY ANTHONY: I have a 22-year-old person that has grand theft sitting in my auto with me.

911 OPERATOR: So the 22-year-old person stole something?


911 OPERATOR: Is this a relative?


911 OPERATOR: Where did they steal it from?

CINDY ANTHONY: My car, and also money.

911 OPERATOR: OK. Is this your son?


911 OPERATOR: OK. So your daughter stole money from your car?

CINDY ANTHONY: No, my car was stolen. We retrieved it today. We found out where it was at, retrieved it. I've got that, and I've got affidavits from my banking account. I want to bring her in.



CINDY ANTHONY: Again, they didn't know which jurisdiction I was in because I was sitting outside of the police department. So I figured, This is crazy. You know, you don't know what to tell the police when you're not sure what to tell the police. So I decided to drive her back to the house. And I didn't realize my son was there waiting for me, and I'm glad Lee was here when I got here.

VAN SUSTEREN: Did you ask her why she had lied to you and said she was in Jacksonville when she was (INAUDIBLE)

CINDY ANTHONY: You know what? That wasn't even an issue. It wasn't even an issue. My issue was, Where's Caylee? And from that point on, that's what my issue's been, Where's Caylee? I didn't care, her explanation. I didn't care where she said she was at. My focus was on, Tell me where Caylee's at or take me to where Caylee's at. And she assured me that by the morning that I would probably be able to see Caylee. I wasn't assured of that.

So lee and I spoke with her for 45 minutes to an hour, probably, before I made that second 911 call.



911 OPERATOR: 911. What's the address of happening?

CINDY ANTHONY: I have someone here that I need to be arrested in my home. I have a possible missing child. There's a 3-year-old that's been missing for a month.

911 OPERATOR: A 3-year-old?


911 OPERATOR: Have you reported that?

CINDY ANTHONY: I'm trying to do that now, ma'am.


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