Police said they had found "very good evidence" they hoped would answer questions about the motives of the gunman, 20-year-old Adam Lanza, described as brilliant but remote, who forced his way into the school in one of the world's worst mass shootings.
Witnesses said Lanza did not speak during the attack and later killed himself.
The Lanza family released a statement Saturday night expressing "our heartfelt sorrow".
The medical examiner, H Wayne Carver, said he examined seven of the children killed, and two had been shot at close range. When asked how many bullets were fired, he said, "I'm lucky if I can tell you how many I found."
Townspeople took down Christmas decorations and sang Silent Night at memorials. World reaction was swift and emotional, any many immediately thought of Dunblane - a 1996 shooting in a small Scottish town which killed 16 primary school children and prompted a campaign that ultimately led to tighter gun controls.
Pressure to take similar action built on president Barack Obama, whose comments on the tragedy were one of the most outwardly emotional moments of his presidency.
He has promised "meaningful action" on the issue of mass shootings, "regardless of the politics", but national debates after past shootings have led to little change.
Stunned residents and exhausted officials continue to fill in the details of the attack. Town education officials said the well-liked school principal, Dawn Hochsprung, was killed while lunging at the gunman as she tried to overtake him.
In Newtown, a small and picturesque New England community about 60 miles north east of New York City, nearly everyone seemed to know someone who died. Investigators said they believe Lanza attended the school many years ago, but they had no explanation for why he went there on Friday.
Connecticut state police Lieutenant Paul Vance told reporters that investigators had found "very good evidence" about the gunman, but another law enforcement source said investigators had found no note or manifesto of the sort they have come to expect after murderous rampages.
Just one person, a woman who worked at the school, survived after being shot - an unusually small number in a mass shooting - and Lt Vance said her comments would be "instrumental".
Detectives said two pistols, a Glock and a Sig Sauer, and a .223-calibre Bushmaster rifle were found in the school and a fourth weapon was found outside the school.
Authorities said Lanza had no criminal history. It was not clear whether he had a job. Lanza was believed to have suffered from a personality disorder, said sources. Lanza attended Newtown High School, and several news clippings from recent years mention his name among the honour roll students.
On Friday morning, Lanza shot his mother Nancy at their home, drove to the school in her car and shot up two classrooms, law enforcement officials said.
The school's entrance was monitored by close-circuit camera and opened only when employees in the main office buzzed somebody in, but Lanza broke through the window and opened the door.
A custodian ran through the halls warning of a gunman, and someone switched on the intercom, perhaps saving many lives by letting them hear the chaos in the school office, a teacher said. Teachers locked their doors and ordered children to huddle in a corner or hide in closets as shots echoed through the building.
The gunman's aunt, Marsha Lanza, said her nephew was raised by kind, nurturing parents who would not have hesitated to seek mental help for him if he needed it.
"Nancy wasn't one to deny reality," Ms Lanza said, adding her husband had seen Lanza as recently as June and recalled nothing out of the ordinary.
Olivia DeVivo recalled that Lanza always came to school carrying a briefcase and wearing his shirt buttoned all the way up. "He was very different and very shy and didn't make an effort to interact with anybody," she said.
"You had yourself a very scared young boy who was very nervous around people," said Richard Novia, who was adviser to the school's Tech Club, of which Lanza was a member.
Mr Novia said Lanza also had a strange bodily condition: "If that boy would've burned himself, he would not have known it or felt it physically."
When people approached Lanza in the hallways, he would press himself against the wall or walk in a different direction, clutching his black case "like an eight-year-old who refuses to give up his teddy bear", said Mr Novia.
Even so, Mr Novia said his main concern was that Lanza might become a target for teasing or abuse, not that he might become a threat.
Sandy Hook school will be closed next week - some parents cannot conceive of sending their children back, Board of Education chairwoman Debbie Leidlein said.
President Barack Obama will attend a memorial service later today in Newtown.
Hours after the shooting, a tearful Mr Obama said he grieved first as a father. In those remarks and later in his Saturday radio address, he called for "meaningful action" to prevent such shootings, but did not say what it should be.
Mr Obama's visit to Newtown for an interfaith vigil will be the fourth time he has travelled to a city after a mass shooting.
The president had planned to travel to Maine on Wednesday for an event promoting his positions in "fiscal cliff" negotiations, but the White House cancelled that trip because of the shooting.
WORLD'S WORST MASS SHOOTINGS
A gunman at a Connecticut elementary school has killed 26 people, including 20 children - one of the world's worst mass shootings. Here are some others:
August 5 2012: Army veteran Wade Michael Page kills five men and one woman and wounds three other people, including a police officer, before taking his own life at the Sikh Temple of Wisconsin outside Milwaukee.
July 20 2012: At least 12 people are killed when a gunman enters a cinema in Aurora, Colorado, releases a canister of gas and then opens fire during the opening night of the Batman movie The Dark Knight Rises. James Holmes, a 24-year-old former graduate student at the University of Colorado, has been charged over the deaths.
March 11 2012: Sixteen Afghan villagers, including nine children, are killed during a pre-dawn attack. Army prosecutors have charged Staff Sergeant Robert Bales, 39.
July 22 2011: Confessed mass killer Anders Behring Breivik kills 77 in Norway in twin attacks: a bombing in Oslo and a shooting massacre at a youth camp outside the capital. The self-styled anti-Muslim militant admitted both attacks.
November 5 2009: Thirteen soldiers and civilians are killed and more than two dozen wounded when a gunman walks into the Soldier Readiness Processing Centre at Fort Hood, Texas, and opens fire. Army psychiatrist Major Nidal Hasan is charged with 13 counts of premeditated murder and 32 counts of attempted premeditated murder.
April 30 2009: Farda Gadyrov, 29, enters the prestigious Azerbaijan State Oil Academy in the capital, Baku, armed with an automatic pistol and clips. He kills 12 people before killing himself as police close in.
March 10 2009: Michael McLendon, 28, kills 10 people - including his mother, four other relatives, and the wife and child of a local sheriff's deputy - across two rural Alabama counties. He then kills himself.
September 23 2008: Matti Saari, 22, walks into a vocational college in Kauhajoki, Finland, and opens fire, killing 10 people and burning their bodies with firebombs before shooting himself fatally in the head.
November 7 2007: After revealing plans for his attack in YouTube postings, 18-year-old Pekka-Eric Auvinen kills eight people at his high school in Tuusula, Finland.
April 16 2007: Seung-Hui Cho, 23, kills 32 people and himself on the Virginia Tech campus in Blacksburg, Virginia.
April 26 2002: Robert Steinhaeuser, 19, who had been expelled from school in Erfurt, Germany, kills 13 teachers, two former classmates and policeman, before committing suicide.
April 20 1999: Students Eric Harris, 18, and Dylan Klebold, 17, opened fire at Columbine High School in Littleton, Colorado, killing 12 classmates and a teacher and wounding 26 others before killing themselves in the school's library.
April 28 1996: Martin Bryant, 29, bursts into cafeteria in seaside resort of Port Arthur in Tasmania, Australia, shooting 20 people dead. Driving away, he kills 15 others. He was captured and imprisoned.
March 13 1996: Thomas Hamilton, 43, kills 16 kindergarten children and their teacher at a primary school in Dunblane, Scotland, and then kills himself.
October 16 1991: A deadly shooting rampage takes place in Killeen, Texas, as George Hennard opens fire at a Luby's Cafeteria, killing 23 people before taking his own life. Twenty others were wounded in the attack.
June 18 1990: James Edward Pough shoots people at random in a General Motors Acceptance Corp office in Jacksonville, Florida, killing 10 and wounding four, before killing himself.
December 6 1989: Marc Lepine, 25, bursts into Montreal's Ecole Polytechnique college, shooting at women he encounters, killing nine and then himself.
August 19 1987: Michael Ryan, 27, kills 16 people in small market town of Hungerford, England, and then shoots himself dead after being cornered by police.
July 12 1976: Edward Charles Allaway, a custodian in the library of California State University, Fullerton, fatally shoots seven fellow employees and wounds two others.
August 20 1986: Pat Sherrill, 44, a postal worker who was about to be fired, shoots 14 people at a post office in Edmond, Oklahoma. He then kills himself.
July 18 1984: James Oliver Huberty, an out-of-work security guard, kills 21 people in a McDonald's restaurant in San Ysidro, California. A police marksman kills Huberty.
August 1 1966: Charles Whitman opens fire from the clock tower at the University of Texas at Austin, killing 16 people and wounding 31.