Story highlights Gunman may have known victims of Indiana grocery store shooting, police say

They say the slain women were 20 and 44

Police say they killed the suspect after finding him holding a store manager at gunpoint

Authorities identified the shooter as 22-year-old Shawn Walter Bair

Two women shot to death by a man at an Elkhart, Indiana, grocery store may have known their attacker, police said Thursday.

Police shot and killed Shawn Walter Bair, 22, Wednesday to end the rampage at Martin's Super Market.

Although state police said they do not believe the three knew one another, State Police Sgt. Trent Smith told CNN on Thursday that investigators have received calls that Bair may have had some relationship to the two women.

The nature of that relationship, if there was one, wasn't immediately clear.

The women's names have not yet been released.

According to Smith, Bair arrived at the store around 9:30 p.m. Wednesday armed with a .40-caliber semiautomatic handgun and a large hunting knife. He walked around for more than 30 minutes before opening fire, Smith said.

About a dozen people were in the store at the time, Smith said.

According to police, he shot two women -- a 20-year-old shopper and a 44-year-old employee -- before police arrived to find him holding a store manager at gunpoint.

They managed to distract him, allowing the manager to run away. But Bair also escaped down a store aisle, resulting in a search through the store that lasted between 40 and 60 seconds before police confronted Bair, who then pointed his handgun at them, Smith said.

He declined to say if Bair opened fire on police before he was shot but said he appeared to be agitated.

Police found the women's bodies aisles apart inside the sprawling store.

Tony Beltran told CNN affiliate WNDU that his mother was working at the store at the time of the shootings.

"She told me that she heard what sounded like gunshots, and everybody around her was telling her they heard gunshots," he told the station. "Obviously, I was afraid. I said a quick prayer."

Two Elkhart City police officers shot the gunman to death when he turned his weapon on them, according to WNDU.

Employees at the store knew Bair or had seen him before, Smith said.