Hey King Neon,
My initial thought would be that its a bit of a combination of shock / poor water.
You shouldnt have any ammonia or nitrite in your tank, your filter hasnt caught up yet.
I would do a 20-30% water change ASAP, and also add something like stress zyme from API.
Although your tank might be cycled, new fish will cause an ammonia rise. If your danios are the only fish in the tank, how was it cycled ?
Change the water, de-chlorinate the new water before adding it, try to correct temp in it too. Check your stats again and post back.
Also makes sure the water surface is being aggitated enough to provide 02.
Good luck