I was in 7th grade at Our Lady of Mercy Grammar School in Westlake. We had just come in from morning recess, and two nuns were animatedly talking in the front of the classroom.
I remember one saying to the other, "have them say their prayers first." Nun #2 then instructed us to pray very hard -- for something unspecified -- and only when we finished did she tell us the President had been shot.
I believe we spent the rest of the morning in the church next door, praying non-stop to stave off the inevitable.
Partway through, we were informed the inevitable had happened. We then switched to prayers for the dead.