How large is the angel? The trouble with buying adult specimens is that often they are poor eaters.
If you see the fish grazing from the rock, that would be encouraging. Try adding some other things to the diet; chopped mussel, clam, mysis shrimp, sponge based foods, Marine Cuisine, Emerald Entree, etc.. Actually it's not uncommon for a new fish to refuse foods for a few days so be patient.