Two blue lights were moveing east to west at a high rate of speed.

My wife and I were leaving a friends house.  I was the first one to walk outside.  When I did, I looked up and saw two blue lights that were moveing from east to west at a high rate of speed.  I called for my wife and two friends to come out and look at what I was seeing.  All three of them came out and saw that the two blue lights made an abrubt 90 degree turn to the south as well as other high speed manuvers, almost as if they were playing tag then disapeared.
Date is approximate.  PD