\"OK. Do you have it? Can I see it?\" Davis says. \"Very front page, diplomatic immunity.\"

When police continue questioning him, Davis tries to leave the room.

\"I'm not answering any questions. I'm going back to my room,\" he says.

CLICK HERE to see the interrogation video and the latest on the Raymond Davis case on this week's \"Brian Ross Investigates\".

U.S. officials have expressed concern over Davis' safety in Lahore's Kot Lakhpat jail, where dogs are reportedly being used to test his food for poison and the guards near his cell have had their guns taken away.

\"[Pakistani officials] have told us that he is in the safest possible location in Lahore,\" State Department spokesman P.J. Crowley told reporters Monday. \"And clearly, we hold the government of Pakistan fully responsible for his safety.\"

While today's hearing dealt with the criminal charges against Davis, a higher court in Lahore is also determining whether Davis should enjoy diplomatic immunity, a U.S. official told ABC News.

Davis is expected to stay in prison until his next court hearing, scheduled for March 3.

\"Follow

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