There are fewer leads coming in for sure....no debate there. More of the leads coming in seem to be of a higher quality, which makes sense....not as many customers 'fishing' for the price, but our close rate has dropped off as well. There can be a couple of factors here outside just of the pricing, new manager, new consultants, change of DMS, CRM and they way it is used etc etc.......always so many variables. In the old model, we had more contacts, thus it seemed more opportunity to do business. We always had with the 'chicken vs the egg' argument......how many looked at your site, no prices, and moved on....but how many stopped at your site gets the price and info, and moves on never to be seen or heard from as well....you can go around in circles with that 
In our old model, we are a smaller store, I would be the only one to handle the incoming calls/leads on the intial contact, so was able to have control of the process of business, then route the customers to individual consultants to continue with the lead. Since we have pricing, the time of visit to the website has gone up, which would suggest that more are sticking around to look at prices on other vehicles...that is a good sign....but what spurs them to contact? I did have to laugh one day when the new manager was talking about how crazy it was to not give the pricing info, but later that day getting on a consultant for providing to much information over the phone to a consumer, that they would have no reason to stop in......the same applys when they have all that info on the net I would think as well.
We started to wonder if a hybrid approach would work.....(have to remember we have all of our cars priced on the lot with hanging tags, so we are not messing with pricing), not pricing cars that are fresh trade-in's for 30-days on the web, and all of the others would include pricing which would keep them market based in price. The consumer would visit, and see pricing, but notice on some the price is not set yet......will that keep them around, and possibly contact the dealership for on eof these 'non-priced' units, as they feel comfortable that the others are priced.....maybe. We have never tried this so no results.
I am not campaigning for this sytle, just offering experiences we had the past years. This is always evolving. It does seem once we have added the pricing, we seem like we stepped into the box like like everyone else......kind of all looking the same with price driving the market.....not the individual vehicle. I am that same consumer that likes to see the price like everyone else, and that is the way it has to be....we just had more success at an older style model....and I was very surprised by that.
This is fun....because I am coming at a different angle......holding my shield to deflect incoming arrows
