Neighbors are in shock after a shooting rampage in Chicago's Marquette Park neighborhood left a woman and three children dead overnight. Two others were hospitalized. Family and friends held a candlelight vigil Wednesday night in front of the house where the tragedy took place.

Earlier Wednesday, Chicago Police picked up the suspect on foot without incident a few miles away at 59th Street and Racine Avenue. A weapon was recovered from a car nearby.

Family members said the suspect was visiting from Madison, Wis. The big question is what made him open fire on his whole family.

"He just went crazy. He shot everybody in the house," said Ella Smith, an aunt of one of the victims.

Grieving relatives and friends of the victims are struggling to comprehend a senseless tragedy. It happened in the 7200 block of South Mozart Street at about 4:30 a.m.. Police sources confirm for CBS 2 that the suspect shot and killed his wife, 19, who was pregnant, and shot five other family members. Three children are among the dead.

Relatives said the deceased victims include the suspect's 7-month-old son, Jahad Larry; the suspect's niece, 3-year-old Keleasha Larry, known by the nickname of "Pooh Pooh;" a woman believed to be the suspect's wife, 19-year-old Tawanda Thompson; and another niece of the suspect, 16-year-old Keyshai Fields. Friends said Fields also was pregnant.

"She was real happy," said Fields' friend Marquetta Welborn. " We just saw her yesterday at school, prancing in the hallway with her sunglasses on, being the Keyshai she is. Nobody never had anything negative to say about her."

Also wounded were Keyshai's brother, Demond Larry, 13, and the suspect's mother, Leona Larry, 57. Demond was in stable condition Wednesday afternoon. Leona was in critical condition and being kept alive on a ventilator.

Keesha Larry, the mother of two of the children Keyshai Fields and Keleasha Larry said she feels almost numb. Her son, Demond Larry and her mother, Leona Larry, were also injured.

"I'm really just leaving everything in God's hands," she said, "I don't know what is a mother to do when something like this happens, especially by a family member. I love my brother too, I don't know what went wrong with him."

The suspect's 12-year-old niece, Lala, was able to escape while shots were being fired.  She ran to a nearby gas station, wearing only a bra and underwear, and told a clerk that her uncle was chasing her and trying to kill her. The clerk immediately called police.  They arrived in minutes.

Police said Lala told them the suspect, her 32-year-old uncle, had come from Wisconsin with his wife and began shooting family members.

Lala's brother, 7-month-old Prayvion, was covered up and also survived and escaped.

It's unclear what sparked the rampage, though court records show the suspect has a lengthy criminal record dating back 15 years. He has spent time in prison on drug charges and, most recently, a battery charge.

The suspect's sister, Letisha Larry of Wisconsin, said that, while her brother has no diagnosed mental illness, he started acting strangely recently. She said her brother had been saying Allah was telling him to kill people for the past week.

"He just flipped out. He said the Muslim in some book he always carried around and read said that yeah ... in the book he said he must kill someone, so he killed his family," Letisha Larry said. "He was like just saying little weird little stuff, talking about about he an angel and we demons -- there's demons in the house."

She says while her brother was behind bars in Wisconsin, he had become a Muslim. Sources say he told them he had been hearing voices that told him to kill his family. Sources also say he had planned on killing more people in the house, but had run out of bullets.

A family friend, Susan Ingram, said the boy who was injured asked his uncle to stop while he was shooting the family. "Demond actually tried to say uncle, what's going on and he shot him in the face."

Ingram was at the Marquette Park house Tuesday afternoon, just hours before the shootings. Ingram says even then, she thought the suspect seemed off.

"Last time I met him, he wasn't so he looked more zoned," Ingram said.

All day long, relatives and friends like Ingram have been at the hospital with the suspect's sister Keesha and outside the home where the victims were killed. To say they're shocked and devastated doesn't say enough.

Family friend Shanta Moore said, "That's like my sister, that's my heart. I just can't even imagine that anything like this would happen to Keyshai because she didn't deserve that. None of them deserved that."

Letisha Larry said her brother must be held accountable for the murders. "He's wrong for that. How you gonna shoot your mom and then your wife and kids. That's just crazy," she said. "Your nieces and nephews, how could you do something like that?"

Even street-hardened Chicago police officers were shaken by the shooting.

"It's really horrendous. Something like this is pretty incomprehensible," said Chicago Lawn District Police Commander John Kupczyk. "We deal with a lot of crime scenes out here and a lot of terrible things that happen to families and victims, but this one is especially horrendous. It's very tough on family, I'm sure the community, and even the officers that have had to deal with this."

Friends described a home that was previously filled with laughter.

"Her little sister, they be playing, fighting, everything," Welborn said. "We used to have fun over there."

But Wednesday, it's a home surrounded by police tape and sobbing relatives.

Two of the dead were found in one bedroom and two other victims were found dead in another bedroom, Kupczyk said.

The spot where the suspect was caught is about four miles away from the house. A police source said the suspect may have fled on a CTA bus because he did not have access to a car.

According to a police source, the suspect took off after the shooting to the 5700 block of South Aberdeen Street where another relative lived. It was not immediately known why he was traveling to the house.

"We do have who we believe is the offender in custody, and we believe we have the weapon used," said Roderick Drew, director of Police News Affairs.

No charges had been filed as of 10 p.m. Wednesday.