normally, Daphnids avoid light, but sometimes light may also attract them. There was a bunch of publications about this some years ago, see for example (for light avoidance):
Rinke, K. & Petzoldt, T. (2008): Individual based simulation of diel vertical migration of Daphnia: a synthesis of proximate and ultimate factors. Limnologica 38: 269-285. http://dx.doi.org/10.1016/j.limno.2008.05.006
and the references cited therein, esp. the papers of Ringelberg.
Several others deal also with positive phototaxis, fish kairomones etc., e.g. DeMeester, 1993; Storz and Paul, 1998; or the classical paper of Ringelberg 1964.
Suitable Google scholar keywords are: phototaxis daphnia
Thomas is asolutely right - positive phototaxis is widespread among zooplankton. Where the light is, is the food (as algae require light!). Thing can get exactly opposite when kairomones from fish come into play....
as explained in the previous replies Daphnia motion often exhibits positive phototaxis, even though some exceptions might hold. If you are interested in some reviews, feel free to contact me.