Police think Zahau painted a message on the bedroom door, cut the rope in sections using the knives found on the floor of the bedroom, and secured the rope to the bed.
"Fingerprints from the guest room entry door jamb, balcony door, large knife and bed leg next to rope were from Rebecca," said Nemeth.
Investigators found the bed pulled away from the wall and the rope extended over the balcony, down into the courtyard.
Police created a video showing how Zahau could have tied her own hands behind her back, using the knots Zahau appears to have used. The knots on Zahau's wrists were not tight, according to Lucas. Police believe she fashioned the rope like a pair of handcuffs, then put her hands behind her back and slipped her wrists into two circles of rope.
"The thinking is, they bind themselves so they won't change their mind midway through," said Lucas.
The slipknots on her feet, wrists and neck were all the same, and the foot impressions on the balcony are consistent with Zahau moving up to the railing, leaning forward and falling over, police said today.
A witness who spoke to Zahau in January told police she had lost weight, seemed stressed and was not exercising.
An undated journal entry on Zahau's phone seems to confirm the same things she had told the witness months before, police said.
But Bremner says that Zahau's family doesn't believe she was depressed in July and suspects she was murdered.
"The family have different people they speculate about, but what they really want is the police to continue their investigation," Bremner said.
Zahau Family Doesn't Accept Investigation Results
Mary Zahau-Loehner, a nurse practitioner who said she spoke to her sister almost every day, told ABCNews.com Zahau had no psychiatric history, and had never taken anti-depressants or attempted suicide.
"Their main reason [for ruling Zahau's death a suicide] is that they did not see any signs of struggle or physical injury that would show there's foul play," Zahau-Loehner said.
Zahau and Shacknai, he 54-year-old multimillionaire founder and CEO of Medicis Pharmaceutical Corporation in Scottsdale, Ariz., had been together for more than two years.
Zahau-Loehner told ABCNews.com that the couple seemed happy together. She had spoken to Zahau the night before she died, and talked about her plans for the following day.
Zahau was "very religious – she did believe if you commit suicide you go to hell," Bremner said. "The case is being prematurely closed."