Are there magnetic rocks, and not hematite?
Magnetite is indeed very magnetic. But other minerals are magnetic too, and given a strong enough magnet you will attract more than magnetite. Chromite is one that comes to mind that's also common in some black sands.

You might not always see the magnetite. Magnetite is mixed valence of iron 2 and 3 and as such it isn't stable in our oxygen rich atmosphere. Given enough time it will alter to a variety minerals such as hematite and iron hydroxides. So you might have magnetite in the core of a grain mantles by non magnetic hematite. It will look brown but it will still be attracted to a magnet.

Same thing with your grey rocks: they most likely have magnetite inside, hidden from view.