I am so sorry you are going through this experience. Yes, I agree that it sounds like depression has gotten a hold on you. I suggest you talk to your school counselor, and even say, if need be, that your parents aren't taking your problems seriously.

Moving is a major stressor, and I wouldn't be surprised if things get better with time. However, in the meantime, you do need some help with your negative thoughts about yourself and your sadness.