Calls about possible shots fired in the area of 105th and Indianapolis Avenue began just before 9 p.m. Wednesday night. That's when officers responded to find at least six disabled vehicles.
Illinois and Indiana state police shutdown the Skyway as the search for an assailant began. Instead, what was found was a small pile of rocks near an on-ramp, just about 500 feet from the state line.
Two persons of interest were being questioned Thursday.
Thursday afternoon, Lamont Clark was still talking about how the sunroof of his girlfriend's car was shattered as the two returned to Chicago from Indiana during a Wednesday night trip to buy cigarettes.
"Our skyways and expressways should be more safe than that," Clark said.
Their Pontiac was one of several vehicles damaged by rocks, not gunfire as first thought.
"Rocks, commonly known as ballast that support the railroad ties and railroad tracks, were scattered throughout the roadway and probably were the objects that struck the vehicles at that time," said Chicago Police Department Deputy Chief Wayne Gulliford.
But Clark still thinks the damage is the result of someone firing a gun, although investigators say it is not.
"The accuracy to hit a moving car, and you're standing still-- this guy or this woman needs to be pitching or throwing for the Bears or the Cubs," Clark said.
Authorities have added extra patrols as they continue to investigate.
Meanwhile, motorists don't appear to have shied away from using the Chicago Skyway, but remain surprised about the incident.
"I think this is just an anomaly. Normally things like this don't occur," said motorist Ihor Diachenko.
Chicago police conducted a secondary search of the area on Thursday and are working with railroad police to make sure the area remains secure.