The Australian-born British left-hander, ranked 249th in the world and coming off a loss at an event in California on Friday, tweeted that she and a friend were in the crowd when gunfire began.
The win is likely to see Stephens force her way into the top 20, while Robson is projected to return to the top 50.
Rising British star Laura Robson on Thursday reached the semi-finals of the WTA Guangzhou Open by defeating China's Peng Shuai 7-5, 5-7, 6-2.