Just before 12:30 p.m. CST, Kennedy’s limousine entered Dealey Plaza and slowly approached the Texas School Book Depository. Nellie Connally, then the First Lady of Texas, turned around to Kennedy, who was sitting behind her, and commented, "Mr. President, you can't say Dallas doesn't love you," which President Kennedy acknowledged.

When the Presidential limousine turned and passed the Depository and continued down Elm Street, shots were fired at Kennedy; a clear majority of witnesses recalled hearing three shots. A minority of the witnesses did recognize the first gunshot blast they heard as a weapon blast, but there was hardly any reaction from a majority in the crowd or riding in the motorcade itself to the first shot, with many later saying they heard what they first thought to be a firecracker or the exhaust backfire of a vehicle just after the president started waving.

Within one second of each other, President Kennedy, Texas Governor John Connally, and Mrs. Kennedy, all turned abruptly from looking to their left to looking to their right, between Zapruder film frames 155 and 169

President Kennedy's last seconds traveling through Dealey Plaza were recorded on silent 8 mm film for the 26.6 seconds before, during, and immediately following the assassination. This famous film footage was taken by garment manufacturer and amateur cameraman Abraham Zapruder, in what became known as the Zapruder film. Frame enlargements from the Zapruder film were published by Life magazine shortly after the assassination. The footage was first shown publicly as a film at the trial of Clay Shaw in 1969, and on television in 1975

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http://en.wikipedia.org/wiki/John_F._Kennedy_assassination