El Centro police Sgt. Mike Beltran declined to discuss other leads police might have.
A witness who was in Wells Fargo Financial, speaking on condition of anonymity, said she could not see the face of the suspect because it was covered with a dark mask.
She said as he was entering the business, he was adjusting the mask as if he had just put it on. He then he pulled out a small handgun from a pants pocket.
Through tears, she said, "He ordered everyone down to the floor and showed a gun to the lady in the front. He asked her for money."
She said the robber then told everyone not to call police or press an alarm for 10 minutes or he would shoot "everyone."
She said the robber spoke both in English and Spanish and was calm throughout the robbery.
Police have said the suspect's calm demeanor was another sign he was familiar with the business.
The suspect has been described as wearing a dark shirt and black pants. He was about 5 feet 11 inches to 6 feet 2 inches tall, and was thought to be in his late 20s to early 30s.
The witness said the robbery was done quickly, likely within just a few minutes.
Meanwhile, another witness who asked not to be named said he saw four individuals in a dark green Toyota drive from the parking lot heading toward Fourth Street.
The witness said he did not see the direction the vehicle headed.
Shortly after that, police arrived at the scene with guns drawn, the witness said.
Police have reported they are unsure if the green car is connected to the crime. There were reports over the police scanner that the vehicle was heading south and the Calexico Police Department had been contacted.
The witness who was inside the business said, "I feel scared because you never know what can happen."
She added, "I thought he was playing."
She said she thought the man had come in to show a friend a Halloween mask but then pulled out the gun.
"Thank God, everyone got out," she said.
Police have asked anyone with information about the case to contact Detective Luis Hernandez at 337-4525.
Staff Writer Darren Simon can be reached at 337-4082.