The officers were on the scene within minutes of the first 911 call on Wednesday night, Indiana State Police said. Bair shot and killed Krystle Dikes, a 20-year-old employee at Martin's, and Rachelle Godfread, a 44-year-old customer.
The supermarket reopened on Friday. The company wants customers to know that together, they are strong. The president of Martin's was at the store greeting customers. The company is offering counseling for employees.
Police have not released a motive and are looking into whether he knew either of the victims.
Bair, 22, had a criminal history that included drug charges and a theft conviction at the grocery store.