Is there any plane from Shanghai to Shenzhen? Tell me details about the plane fare & schedule.

Yes, the direct planes exist.
The plane starts from 07:20 and ends at 23:10 and the interval is around 15 to 30 minutes.
The ticket fare is hard to tell, because you may get a large discount if you book in advance. If you do not book, you may even buy in full price. The full price is around 1400RMB for economy seat.