No Data Replication in Progress mongodb
sh.status() can only be executed on your mongos. As you posted your "sharding status" with sh.status() in your question yourself. You can't do that on the separate shards.
Sharding is for distributing your documents. For example documents ABC on shard0000 and documents DEF on shard0001. So Sharding is not Replication. If you want to replicate your documents then you need to look at 'How to setup a mongodb replica set' : http://docs.mongodb.org/master/tutorial/deploy-replica-set/ 


Update :  a full answer you can find here : Difference between Sharding And Replication on MongoDB