Detective Superintendent Nick May from Surrey and Sussex Major Crime Team said: "We need to know the origins of this hammer.
"Do you recognise it? We need people to check if they have lost such a hammer or had one stolen in the period leading up to the murder.
"We would also ask police officers, prison staff, probation officers and professionals who work in mental health, if they have dealt with anyone who has talked about causing someone harm with a hammer, to let us know.
"If so we would like to hear from you. We are continuing to appeal for any information from anyone who saw anything suspicious in the area from late afternoon on Sunday 29 December to 10am on Monday 30 December to come forward."
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The RMT union has accused Southern of inventing figures which the company claims show record numbers of guards are going sick.