Those who knew Haverford High and Wharton School grad Amy Friedlander are trying to deal with the shock.
Police in the community of Cross River say the woman's husband New York attorney Sam Friedlander beat her to death.
Then he took a 12 gauge shotgun and killed their 10-year-old daughter and 8-year-old son while they slept in their beds.
"We didn't see anything, that's why we're having a hard time accepting it; we didn't see any changes in him," family friend Denise Mackery said.
Amy's parents who live in Lower Merion Township wanted to honor her by speaking with Action News, but they were too emotionally drained to go on camera.
Gary Perez says the last time he spoke to his daughter was Monday night and she was happy.
Amy had been going through a bitter divorce with her husband, but it was supposed to be finalized Thursday.
Perez said his son-in-law didn't suffer from mental illness and was surprised he had a gun.
Amy was a Chase Manhattan Bank vice president, but her father says she quit the lucrative job at the request of her husband so they could start a family.
The class of 1983 Haverford High School graduate is well known in Haverford Township as a smart, kind person who cared for her children, Molly and Gregory.
Recently, she started a SAT and ACT prep business to help students in her community.
Friends say she was excited about the next phase of her life.
"You know my heart goes out to their family," family friend Kathleen Goldring said.
On Thursday evening, Amy's parents picked out caskets for her and her two small grandchildren. The funeral is scheduled for Sunday morning in Trevose.