The Bullring has locked its doors as a precaution as 100 people protest outside.
Police are monitoring the demonstration, for which people have been gathering since 3.00pm today.
"As a precautionary measure Bullring has locked its external doors after consultation with the police due to a protest currently taking place on Rotunda Square. As always our primary concern is the welfare of our shoppers and retailers."
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Warwickshire Police say Bethany Marie Hill, who was 20, was found with wounds to her neck at a house on Hertford Road on Wednesday evening.
The rain will clear quickly this evening with blustery, locally heavy, showers following, merging at times into longer spells of rain.
Windy with outbreaks of showery rain, heavy at times, spreading east across the region this evening.