Prosecutors have issued an arrest warrant for Kyron Washington, 23.
Washington is charged with murder and his bail is set for $750,000.
He has not yet been arrested.
Gunfire broke out near the intersection of Broad and Market streets around 8:40 p.m. on Thursday.
Arlene Fields, 42, of East Orange was killed.
An unidentified man was wounded.
Police do not think the shooting was related to the show, but the proximity was unnerving.
Mayor Cory Booker said there were a lot of people on the street at the time, but police did not say if they have any witnesses.
Booker said the incident "strikes a blow to what this city stands for and all the progress we are making."