"Based on the physical evidence collected, the surviving sister's statements, and video surveillance footage from the shooting center (which will not be released) the Arapahoe County Sheriff's Office believes that this incident was indeed a suicide and attempted suicide," said a statement released by the sheriff's office.
The two women, 29, had been living in Colorado for five weeks. Their relatives began traveling to the U.S. Wednesday to determine which of the women is dead. Police have been unable to determine which of the identical twins was killed.
Both of them were shot in the head. One died instantly and the other was rushed to a hospital in critical condition where she has been unable to talk to investigators since the shooting Monday.
The women, whose names won't be released until it's clear which one was killed, were simultaneously shot Monday after renting pistols at the eerily-named Family Shooting Center in Cherry Creek State Park, south of Denver.
Both women rented small-caliber pistols and were inside the same shooting stall at the range. Surveillance video from the scene shows both women falling out of the booth simultaneously, but the camera did not capture the shooting.
"There is no one else nearby," Captain Louie Perea said Wednesday. "No one appears to be walking towards the stall or away from it. They were the only two individuals in the stall."
Perea said the evidence found at the scene was too complicated to help determine what took place and will require additional testing.
"The crime lab is processing all the evidence and it could take weeks," Perea said. "The coroner has yet to finish his report. There could be additional ballistics tests, if need be."
It appeared that neither women was killed by a single stray bullet from a third shooter, he said.
Perea said it was unclear whether they had both been killed by the same bullet, adding that there was no evidence that a single bullet had ricocheted in the stall.
The women arrived at the range at 1:30 p.m. Monday. They took a taxi to the range from a nearby motel where they were staying. They spent nearly 90 minutes at the range before the incident occurred.
"According to the owner, they seemed jovial and happy," Perea said.
The two women had arrived in Colorado in late summer on cultural exchange visas. They were slated to return to Australia the next day, Tuesday, Nov. 16.
The shooting range has seen its share of suicides in the past. A man killed himself there in 2009 and another person in 2003.
Doug Hamilton, the range owner, told ABC affiliate KMGH-TV that the requirements for renting a gun are similar to those for purchasing a handgun.
The Australian Consulate in California has made arrangements for the family to travel to the United States to identify the deceased sister.
Police are not optimistic that the surviving sister, still in critical condition, will ever recover enough to explain what happened.