Thornton police are responding to the Walmart on Grant Street south of 102nd Avenue. The three who were killed were the only ones shot.
Police spotted the vehicle and followed it, eventually stopping Ostrem in his Mitsubishi Mirage and taking him into custody.
Two men died inside the Walmart, and a woman died later at a hospital.
"This is a very heinous act", Avila said, adding that the motive was unknown. They were searching the store for the shooter whose identity was unknown.
Police in Thornton announced the shooting in a tweet Wednesday evening and advised people to stay away from the area.
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She said the 22-year-old loved to help children in need and had dreamt about eventually making it a career. Bruce said that Harris grew up in Olney , Maryland and had traveled the world.
Investigators have not released any details about the circumstances of the shooting or the condition of the injured woman.
Thornton is city of about 120,000 people roughly 10 miles (16 km) northeast of Denver.
A video posted on Twitter showed the store apparently empty except for police officers with guns drawn. Police immediately evacuated the mall when they arrived.
He recounted that "the employees started screaming and the customers started screaming" as people began to flee the store.
Thornton police spokesman Victor Avila says the shooting appears to be random and there are no indications that it was an act of terror.