6 red lights in the sky moving south to north-no sound-maintaining constant speed then vanishing

On Saturday evening August 18, 2012 at approximately 9:30 p.m. we had left our daughter’s home in Macomb Township, Michigan south of 22 Mile Rd. and east of Romeo Plank Road when we noticed approximately 6 redish orange colored flying lights in the sky traveling from south to north.  They were traveling in a formation and keeping an equal distance between each light as they traveled at the same rate of speed.  It was obvious they were not airplanes nor helicopters and there was no noise coming from them.  We kept them in our view as we traveled home which was approximately a mile and a half north of where we first noticed them.  
When we arrived home which was north of 23 Mile Rd. and just west of Romeo Plank Rd., we continued to see 4 of them in a square formation in the opening of the street (which went from south to north).  My husband and I both went into our home to get the binoculars and a camera.  I came out of the house first and the square formation ! was gone.  I scoped out the sky to see if they were north of our home or had taken a turn east or west and they were no where to be seen.  I then spotted one coming north in the distance.  I ran back into the house to get my husband and by time he came out with the binoculars, the last one was also gone, vanished like the others.