Those are the Blue Damsels. They have the yellow tail when they are younger and will turn a more greyish blue with a more white tail as they mature. We have a 25 gallon with 7 Damsels in it and they are fun to watch. (2 Blue Devils, 2 Dominos, 2 Yellow and 1 Blue) They're very busy, never just hang out, kick up the sand and chase each other around. Each definitely has it's own personality too and the different types behave differently from each other. Dominos behave alot like the Clowns, which are cousins to Damsels. One of ours has adopted our frogspawn.
They are very territorial and won't welcome additions to the tank. If you want to catch them, you're gonna have to take the rock out or it will never happen. Even then...good luck!