One person was shot in the arm and another in the back during the attack . Police say two people have been arrested in connection with the shooting . The incident happened at a home on the 100 block of West Madison Street around 1:30 a.m. Sunday. Copenhagen is on high alert following terror attacks on the city last month .
One person was shot in the arm and another in the back during the attack . Police say two people have been arrested in connection with the shooting . Witnesses suggested attack was gang related and involved eight people . Copenhagen is on high alert following terror attacks on the city last month .