Demographic parity is the most widely recognized measure of group fairness in machine learning, which ensures equal treatment of different demographic groups. Numerous works aim to achieve demographic parity by pursuing the commonly used metric . Unfortunately, in this paper, we reveal that the fairness metric can not precisely measure the violation of demographic parity, because it inherently has the following drawbacks: i) zero-value does not guarantee zero violation of demographic parity, ii) values can vary with different classification thresholds. To this end, we propose two new fairness metrics, Area Between Probability density function Curves (ABPC) and Area Between Cumulative density function Curves (ABCC), to precisely measure the violation of demographic parity at the distribution level. The new fairness metrics directly measure the difference between the distributions of the prediction probability for different demographic groups. Thus our proposed new metrics enjoy: i) zero-value ABCC/ABPC guarantees zero violation of demographic parity; ii) ABCC/ABPC guarantees demographic parity while the classification thresholds are adjusted. We further re-evaluate the existing fair models with our proposed fairness metrics and observe different fairness behaviors of those models under the new metrics. The code is available at https://github.com/ahxt/new_metric_for_demographic_parity