Chris Watts was arrested late Wednesday night after allegedly admitting to killing his pregnant wife and their two daughters. He's facing three counts of first-degree murder and three counts of tampering with a deceased human body.

The body of 34-year-old Shanann Watts is believed to have been found, but the search for the bodies of 4-year-old Bella and 3-year-old Celeste are ongoing.

The community around them - friends and family - have been blindsided by this terrible event.

One way neighbors have been coping with this tragedy is by paying tribute to Shannan, Bella and Celeste with a memorial in front of their house. Many people stopped by Thursday and more are expected Friday night at a vigil planned for 8:30 p.m. in front of the couple's home.

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One of Shanann's friends told 9NEWS they've planned it as a way to remember them and to begin the healing process for the community.

"They're known," said Irene, a visitor to the memorial. "They were known in the community and she sounded like a really good person."

For many in this community, it seemed that even if you didn't know Shanann, chances are you've heard of her.

"When I went to bed I was thinking of her," said Erica. She told 9NEWS she didn't know the family personally. "I was praying for her and this morning when I woke up I heard the news and it broke my heart."

Many in the community have echoed this sentiment - her and shocked - to 9NEWS.

"It’s made us want to think twice about who is living next door to us in some sense," said Irene, another memorial visitor. "So it makes us angry in that she wasn’t able to get help."

The angriest might be the people who knew the Watts family.

“She doesn’t deserve it. She was an amazing person, amazing mother,” said Ashley Bell, who said she's been good friends with Shanann for years.

She said she's still trying to process these last few days.

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"For her just to be gone, and those little girls….how? That’s all I keep asking myself is how?" Ashley said.

Neighbor Mike Hendrickson hopes answers to those questions – will help the community move forward from this tragedy.

"There’s healing that needs to be had here," Hendrickson said. "Start putting this quiet little community back together."

He went on to say he's working on getting some grief counselors in from his church to help this community process this terrible tragedy.