Danroy "DJ" Henry, Jr., was shot during a brawl outside a bar last October.
The grand jury's decision shocked Henry's parents and friends.
The 23 members of the grand jury worked for more than four months before delivering their decision regarding the death of the 20-year-old Henry. They examined more than 100 pieces of evidence and in the end, they said there would be no indictment.
Henry was killed as police responded to a disturbance outside a bar in Thornwood. He was in his car and told by officers to move. But police say Henry was intoxicated and lurched his car forward, hitting one officer and pinning a second on the hood.
That's when police say they opened fire.
"What we need to do though is try to make people understand what happened, not why it happened," Danroy Henry, Sr., said. "We may never know why, but we need people to understand what happened. Because what happened was murder."
"And it needs to stop," mom Angela Henry said. "It could happen again if we don't do something. It could happen again, to anyone's child."
The grand jury heard testimony from 85 witnesses, including the officer who fired the fatal shot. After the members rendered their decision, the lawyer for Officer Aaron Hess said, "The painful truth is that Danroy Henry caused his own death."
But that's not true, according to a lifelong friend of Henry. Brandon Cox was seated beside his friend when the bullets hit.
"I gave them all the evidence," he said. "We gave them all the facts. I don't really understand why they couldn't, why they didn't realize that it was an unjustified shooting. I don't know. I wasn't there for the other testimonies. I wasn't there for the officer testimony. I don't know how that went. I don't know what was said there. But all I know is we gave them, from our end, we gave them nothing but the truth, and we didn't get the result we should have."
The Justice Department says it will now carry out a federal civil rights investigation of the shooting.
In the statement, Henry's family said it believes evidence was either withheld or mishandled during the grand jury proceedings.
"What was gathered and what was presented to the grand jury is not known, but the outcome suggests that it fell far short of being effective and far short of absolute truth," the statement read. "We will not stop until Mr. Hess is held accountable for the killing of our beloved DJ."
The U.S. Attorney's Office for the Southern District of New York released a statement saying: "Consistent with our practice in cases of this kind, the Department of Justice will review all of the available evidence with respect to the death of Danroy Henry, Jr., including the evidence available to the Westchester County District Attorney's Office, to determine whether there were any violations of the federal criminal civil rights laws."
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