Hopefully you are leaving it one place for a while. Soft corals don't like to be touched or moved too much. Too much water movement and they will not open up. Light is high to medium.
I agree with Anonome, don't move the coral around a lot. Let it sit it one spot and get acclimated to that spot in the tank. My devil hand coral has done best mid tank level, and that's under PC lighting. What type of lighting do you have?
pc's also..i plan to leave well enuff alone for a few days..its in the same spot that it was in at the local salties store..so i will update in a few days about it