INDIANAPOLIS (AP) — A man who said he was supposed to be a lookout in a bank robbery during which a teller pregnant with twins was shot said he got "cold feet" but claims to know the identity of the gunman, authorities said Thursday.

Police have not caught the gunman, but have arrested four men they say were involved in the robbery, including 25-year-old Shed James Jr., who told detectives he helped in the planning. James also talked to officers about the gunman, but did not have the man's full name, according to a police report.

The men arrested each face a preliminary charge of conspiracy to commit robbery. At least three of them were taken into custody after a SWAT raid at a home on the city's east side Wednesday.

Tuesday morning, a masked gunman entered a Huntington Bank branch, jumped over the counter screaming, shot 30-year-old teller Katherin Shuffield, who is five months pregnant, and grabbed cash from her drawer, police said.

The bullet entered Shuffield's abdomen but missed both fetuses. Doctors had to remove her appendix and 7 feet of her small intestine, according to the police report. Her husband, Jason Shuffield, said Wednesday she remained in critical but stable condition at Methodist Hospital.

"She is resting and recovering slowly," he said in a statement. "She is still carrying our twin babies and the staff at Methodist Hospital is monitoring the situation closely as this remains a high-risk pregnancy."

Katherin Shuffield has relatives in Peru, and the family said it is working with the U.S. Embassy there to arrange for her mother and siblings to obtain visas to come and visit.

Police identified those arrested Wednesday as James; Joseph Wilburn and Stevan Peterson, both 21; and Tyrone Daniels, 33. James was being held in Marion County Jail, while it was unclear where the other men were.

The police report offers this account from James:

The group planned the robbery over the weekend in the home that was later raided. James was to act as a lookout with Daniels in a blue Honda across the street from the bank. Peterson, Wilburn and the shooter were to go to the bank in another car. James said the shooter "wanted something big," referring to the gun he planned to use during the robbery.

James checked out the bank before the robbery with Wilburn and the shooter, but changed his mind and asked to be let out of the car. He walked to a friend's house and met up with Peterson, Wilburn and the shooter there later. The shooter said they had "hit their lick," which James took to mean committed a robbery.

Besides money, the gunman grabbed at least one dye pack out of the teller stations and put it into a black duffle bag, then fired another shot into an empty chair and left, jumping into the passenger side of a getaway car, police said in the report.

Later, when James met back up with the group he saw a black duffle bag inside the home. He told police he smelled pepper spray. A gas often contained in dye packs has a similar odor to pepper spray, police said.