Senior administrative officials said of the six teenage girls from Jugsena village near Sikandra, two had been rescued, while four others were yet to be traced.
A large crowd from nearby villages gathered and looked for the girls but in vain.
Around 15 girls, along with four-five elderly women, had gone from the village to the Bhram Rishi Ashram on the Yamuna bank for a bath.
The girls entered deep waters and were swept away. Two girls were pulled out but the other four — identified as Babita, 8, Monica, 14, and Lalita and Poonam, both around 14 — could not be saved.
A steamer, along with expert divers, continued the search late into the night, but so far they have not been able to find the bodies.