Chicago police spokeswoman Monique Bond said the boy, like his grandmother and uncle, had been shot. The medical examiner's office planned a Tuesday autopsy.
Chicago Police Superintendent Jody Weis said a motive remained unclear Monday but added, "It wasn't a case of a stranger-type homicide."
Police have characterized the slayings as "domestic related" and authorities have been questioning Julian's stepfather, who has been estranged from the boy's mother and is being held on a parole violation. No one has been charged in the slayings.
Julian's body was found shortly after 7 a.m. in the rear seat of the SUV, which matched the one mentioned in an Amber Alert for the boy and was parked on the street in a neighborhood of brownstone homes and apartment buildings.
The vehicle was about 10 miles from the house where the other victims were found, which was where Julian lived and where Hudson grew up.
Hudson had offered $100,000 Sunday for information leading to the safe return of her nephew, the son of her sister, Julia Hudson. Hudson's publicist did not immediately return calls and e-mail messages Monday.
"Miss Hudson wanted to request privacy," Cook County spokesman Sean Howard said after the family left the medical examiner's office. "This is a very trying time for her and her family."
Hudson's aunt, Dorothy Hudson, said the Chicago funeral home she owns with her husband will handle arrangements for the family, but details were pending.
"We're just sad. We're going through this stage where we're just sad and in shock," Dorothy Hudson said.
The Amber Alert had listed William Balfour, the estranged husband of Julia Hudson, as a suspect in a "double homicide investigation." He is not the boy's father and has not been charged in the slayings.
Weis said Monday that Balfour "remains a person of interest."
The chief said he was confident that with two crime scenes, investigators would find important clues.
Balfour, 27, was taken into custody for questioning Friday after the bodies of Hudson's 57-year-old mother, Darnell Donerson, and 29-year-old brother, Jason Hudson, were found.
On Sunday, Balfour was transferred to the Illinois Department of Corrections, where a spokeswoman declined Monday to discuss his parole violation.
Corrections records show Balfour spent nearly seven years in prison for attempted murder, vehicular hijacking and possessing a stolen vehicle. He was expected to remain in state custody until the Illinois Prisoner Review Board looked at his case.
Balfour's mother, Michele Balfour, has said Hudson's mother kicked Balfour out of the family home last winter. She denied her son had anything to do with the killings.
It was unclear whether Balfour had an attorney.
Lynette Louden, 47, said she called police about the SUV across the street from her home on Chicago's West Side after her family's Chihuahua started barking at it early Monday. Some neighbors said they hadn't seen the vehicle before Monday, but Louden said it had been there since at least Saturday.
"I only hoped the body wasn't in there," she said. "When they said that it was, I cried."
Weis said police were waiting for the autopsy to determine how long the boy had been dead, but estimated the vehicle was parked on the street "a couple of days."
When asked how officers could have missed the SUV during their massive search, Weis noted that Chicago is a big city and that the vehicle was "several miles away from the first crime scene."
Steve Peterson, head of the department's Bureau of Investigative Services, said the search for the boy had been centered farther east based on information they had about where Balfour's current girlfriend lives.
Hudson, 27, who won an Academy Award for best supporting actress in 2007 for her role in "Dreamgirls," returned to Chicago to be with her family during the weekend. She also had identified the bodies of her mother and brother.
Neighbors and well-wishers brought stuffed animals and other items to a makeshift memorial outside Donerson's two-story white clapboard home as news of Monday's discovery spread.
At a candlelight vigil on Monday night, hundreds of people gathered outside the Englewood home. They sang, held hands and cried in the cold as they contributed to an expanding memorial of stuffed animals, balloons and flowers.
"I wanted to come out and support the community in their endeavor and to let Jennifer Hudson know how much we care and we're praying for her," said Doris Jones, who lives in the neighborhood. "It pains all of us to know three lives are gone and we don't know why."
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Associated Press writers Caryn Rousseau, Don Babwin, Carla K. Johnson and Michael Tarm contributed to this report.
