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Anyone who may have witnessed the crash, has additional information or might have surveillance or cellphone video of the crash is asked to contact Michigan City police.
"Officers secured the scene and immediately began life-saving measures on the individual," police said.
"Officers found that the woman had an apparent gunshot wound, at which time they attempted lifesaving measures," police said.
A person was shot at one of Northwest Indiana's most popular beaches as people started to flock back to the Lake Michigan lakefront on Memorial Day weekend.
At 7 p.m. Thursday police responded to a report of three juveniles wearing ski masks and displaying firearms in the area of West Seventh Avenue.