Rochdale moved to within a point of safety with a 2-0 win at League One relegation rivals Bury.Ryan Delaney headed in a 30th-minute opener before Ian Henderson doubled Dale's lead after 43 minutes.Neil Danns missed a 62nd-minute penalty as rock-bottom Bury slumped to their fifth straight defeat, leaving them 12 points adrift with six games left.Henderson fired wide before Dale took a deserved lead as Irish defender Delaney headed home from Brad Inman's corner.Bury replied with Danny Mayor firing straight at Josh Lillis, but Dale went straight up the other end and Calvin Andrew helped the ball on for Henderson to volley inside the far post from a tight angle.The striker almost scored again as his header was tipped over by Connor Ripley just after half-time.Bury were presented with a way back into the match when Zeli Ismail's cut-back struck Jim McNulty's arm in the area, but Danns dragged the spot-kick almost a yard wide.Lillis then made a fine save to deny Harry Bunn as Dale made it back-to-back wins after beating promotion-chasing Shrewsbury on Friday.