Two patrol officers who responded to the shooting were among eight wounded, with one of the officers hit in the head by a bullet.
Sturgeon livestreamed the attack on social media.
Police bodycam video footage was released by officers on Tuesday.
In the footage, the officer wearing the camera can be heard saying he is approaching the bank from the east side.
Smashed glass can be seen on the pavement before gunshots are heard and the police officer appears to hit the ground.
He then runs down some steps back to street level before taking cover.
In other footage, an officer named Corey Galloway’s body camera shows him perched behind a stairway outside the building after rookie officer Nickolas Wilt was hit in the head by a bullet.
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He waits and, as other officers arrive, more gunshots are heard and Officer Galloway fires – and then shouts to say he thinks the attacker is down.
Louisville Metro Police Department Deputy Chief Paul Humphrey said the video shows Mr Galloway “continues to stay in the fight and try to assess exactly where” the gunman is after suffering a minor gunshot wound while on the radio and “trying to get a good view of the” attacker.
Mr Humphrey walked reporters through edited footage and still photos.
One still image from surveillance video showed the gunman holding a rifle inside the building, surrounded by broken glass.
Police said he set up an ambush position to attack officers as they arrived.
Police chief Jacquelyn Gwinn-Villaroel said they “unflinchingly” engaged Sturgeon to stop his rampage.
“The act of heroism can’t be overstated on yesterday. They did what they were called to do. They answered that call to protect and serve,” she told reporters.
Mr Wilt – who finished training less than two weeks ago – is critical but stable after being shot in the head, according to hospital officials.
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0:54
Gunshots heard in Louisville footage
Ms Gwinn-Villaroel said the AR-15 style assault rifle used in the slaughter was legally purchased at a local dealership on 4 April.
Louisville mayor Craig Greenberg criticised state laws that mean the weapon will be sold at auction.
“The assault rifle that was used to murder five of our neighbours and shoot at police officers will one day be auctioned off,” he said.
“Think about that. That murder weapon will be back on the streets one day under Kentucky’s current law.”
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1:13
‘An evil act of targeted violence’ – mayor
Police chief Ms Gwinn-Villaroel did not give an indication of the gunman’s motive, but said they had never dealt with him before.
Those killed have been named as Joshua Barrick, 40, Deana Eckert, 57, Thomas Elliot, 63, Juliana Farmer, 45, and James Tutt, 64.
Dr Jason Smith, chief medical officer at University of Louisville Health, was emotional when he spoke to the media and said he was “weary” of having to treat so many gun victims.
“There’s only so many times you can walk into a room and tell someone they’re not coming home tomorrow,” he said.
“It just breaks your heart when you hear someone screaming ‘mommy’ or ‘daddy’.'”
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0:39
‘I have a very close friend that didn’t make it’ – governor
Kentucky governor Andy Beshear said one of the dead, Thomas Elliot, was a close friend and had helped him “build him law career, helped me become governor, gave me advice on being a good dad”.
“He’s one of the people I talked to most in the world, and very rarely were we talking about my job. He was an incredible friend,” he said.
The shooting, the 15th mass killing in the US this year, comes just two weeks after a former pupil killed three children and three adults at a Christian school in Nashville, Tennessee, about 160 miles to the south.
Authorities in California have vowed to arrest anybody caught looting in burnt-out neighbourhoods, with one official warning: “We are not screwing around with this.”
Five separate wildfires continue to burn across Los Angeles County, including the Pacific Palisades blaze – which has torn through more than 20,000 acres of land and destroyed an estimated 5,000 structures.
Los Angeles sheriff Robert Luna said a curfew enforced overnight on Thursday would start again at 6pm local time on Friday (2am on Saturday, UK time).
The curfew – which forbids anyone from entering mandatory evacuation areas between 6pm and 6am – was brought in after officers arrested several people for looting in the burned areas. It will be “strictly enforced”, Sheriff Luna added.
“We’re not screwing around with this, we don’t want people taking advantage of our residents that have already been victimised,” he said at a press conference.
The punishment for looting is a $1,000 fine and even potential jail time.
The National Guard has been deployed to help secure areas affected by the fires. They are helping to manage restriction zone checkpoints and prevent looting.
Pacific Palisades, which has borne the brunt of the destruction, is an exclusive neighbourhood loved by celebrities – many of whom have seen their homes completely burnt out.
Paris Hilton’s house in the nearby Malibu has also been destroyed, along with a number of other beachfront properties.
Authorities are cracking down on illegal drone usage in fire traffic areas after a fire-fighting ‘super scooper’ plane was grounded due to being damaged by a drone.
They are continuing to investigate what caused the fires. A suspected arsonist was arrested near the Kenneth fire on Thursday afternoon local time.
The officials’ warning to looters came as 153,000 people remain under evacuation orders. While the fires are still burning, some evacuated residents have been able to make brief trips to their neighbourhoods – where many have discovered their homes reduced to ashes.
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0:59
LA residents weep as they return to burned homes
Authorities have also confirmed at least 10 people have been killed.
Among them was Rodney Nickerson, an 82-year-old who decided to stay in his home in Altadena, a suburb north of Los Angeles.
His daughter Kimiko Nickerson told Sky News: “He just didn’t want to evacuate. He’s been living here since 1968, and he’s been in Altadena my whole life.
“Like all of us on this block, in four blocks, he didn’t think it was going to be this devastating.”
The Palisades blaze – the biggest of the five – is just 8% contained, while the Kenneth fire, which threatens another celebrity-loved neighbourhood, Calabasas, has burnt through 1,000 acres and is 35% contained.
At least 10,000 structures, including thousands of homes, have been destroyed across the region.
The fires that have been raging in Los Angeles County this week may be the “most destructive” in modern US history.
In just three days, the blazes have covered tens of thousands of acres of land and could potentially have an economic impact of up to about $150bn (£123bn), according to private forecaster Accuweather.
Sky News has used a combination of open-source techniques, data analysis, satellite imagery and social media footage to analyse how and why the fires started, and work out the estimated economic and environmental cost.
More than 1,000 structures have been damaged so far, local officials have estimated. The real figure is likely to be much higher.
“In fact, it’s likely that perhaps 15,000 or even more structures have been destroyed,” said Jonathan Porter, chief meteorologist at Accuweather.
These include some of the country’s most expensive real estate, as well as critical infrastructure.
Accuweather has estimated the fires could have a total damage and economic loss of between $135bn and $150bn.
“It’s clear this is going to be the most destructive wildfire in California history, and likely the most destructive wildfire in modern US history,” said Mr Porter.
“That is our estimate based upon what has occurred thus far, plus some considerations for the near-term impacts of the fires,” he added.
The calculations were made using a wide variety of data inputs, from property damage and evacuation efforts, to the longer-term negative impacts from job and wage losses as well as a decline in tourism to the area.
The Palisades fire, which has burned at least 20,000 acres of land, has been the biggest so far.
Satellite imagery and social media videos indicate the fire was first visible in the area around Skull Rock, part of a 4.5 mile hiking trail, northeast of the upscale Pacific Palisades neighbourhood.
These videos were taken by hikers on the route at around 10.30am on Tuesday 7 January, when the fire began spreading.
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At about the same time, this footage of a plane landing at Los Angeles International Airport was captured. A growing cloud of smoke is visible in the hills in the background – the same area where the hikers filmed their videos.
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The area’s high winds and dry weather accelerated the speed that the fire has spread. By Tuesday night, Eaton fire sparked in a forested area north of downtown LA, and Hurst fire broke out in Sylmar, a suburban neighbourhood north of San Fernando, after a brush fire.
These images from NASA’s Black Marble tool that detects light sources on the ground show how much the Palisades and Eaton fires grew in less than 24 hours.
On Tuesday, the Palisades fire had covered 772 acres. At the time of publication of Friday, the fire had grown to cover nearly 20,500 acres, some 26.5 times its initial size.
The Palisades fire was the first to spark, but others erupted over the following days.
At around 1pm on Wednesday afternoon, the Lidia fire was first reported in Acton, next to the Angeles National Forest north of LA. Smaller than the others, firefighters managed to contain the blaze by 75% on Friday.
On Thursday, the Kenneth fire was reported at 2.40pm local time, according to Ventura County Fire Department, near a place called Victory Trailhead at the border of Ventura and Los Angeles counties.
This footage from a fire-monitoring camera in Simi Valley shows plumes of smoke billowing from the Kenneth fire.
Sky News analysed infrared satellite imagery to show how these fires grew all across LA.
The largest fires are still far from being contained, and have prompted thousands of residents to flee their homes as officials continued to keep large areas under evacuation orders. It’s unclear when they’ll be able to return.
“This is a tremendous loss that is going to result in many people and businesses needing a lot of help, as they begin the very slow process of putting their lives back together and rebuilding,” said Mr Porter.
“This is going to be an event that is going to likely take some people and businesses, perhaps a decade to recover from this fully.”
The Data and Forensics team is a multi-skilled unit dedicated to providing transparent journalism from Sky News. We gather, analyse and visualise data to tell data-driven stories. We combine traditional reporting skills with advanced analysis of satellite images, social media and other open source information. Through multimedia storytelling we aim to better explain the world while also showing how our journalism is done.
Donald Trump has been handed a no-penalty sentence following his conviction in the Stormy Daniels hush money case.
The incoming US president has received an unconditional discharge – meaning he will not face jail time, probation or a fine.
Manhattan Judge Juan M Merchan could have jailed him for up to four years.
The sentencing in Manhattan comes just 10 days before the 78-year-old is due to be inaugurated as US president for a second time on 20 January.
Trump appeared at the hearing by video link and addressed the court before he was sentenced, telling the judge the case had been a “very terrible experience” for him.
He claimed it was handled inappropriately and by someone connected with his political opponents – referring to Manhattan district attorney Alvin Bragg.
Trump said: “It was done to damage my reputation so I would lose the election.
“This has been a political witch hunt.
“I am totally innocent. I did nothing wrong.”
Concluding his statement, he said: “I was treated very unfairly and I thank you very much.”
The judge then told the court it was up to him to “decide what is a just conclusion with a verdict of guilty”.
He said: “Never before has this court been presented with such a unique and remarkable set of circumstances.
“This has been a truly extraordinary case.”
He added that the “trial was a bit of a paradox” because “once the doors closed it was not unique”.
Prosecutor Joshua Steinglass had earlier argued in court that Trump “engaged in a campaign to undermine the rule of law” during the trial.
“He’s been unrelenting in his attacks against this court, prosecutors and their family,” Mr Steinglass said.
“His dangerous rhetoric and unconstitutional conduct has been a direct attack on the rule of law and he has publicly threatened to retaliate against the prosecutors.”
Mr Steinglass said this behaviour was “designed to have a chilling effect and to intimidate”.
Trump’s lawyers argued that evidence used during the trial violated last summer’s Supreme Court ruling giving Trump broad immunity from prosecution over acts he took as president.
He was found guilty in New York of 34 counts of falsifying business records relating to payments made to Ms Daniels, an adult film actor,before he won the 2016 US election.
Prosecutors claimed he had paid her $130,000 (£105,300) in hush money to not reveal details of what Ms Daniels said was a sexual relationship in 2006.
Trump has denied any liaison with Ms Daniels or any wrongdoing.
The trial made headlines around the world but the details of the case or Trump’s conviction didn’t deter American voters from picking him as president for a second time.
What is an unconditional discharge?
Under New York state law, an unconditional discharge is a sentence imposed “without imprisonment, fine or probation supervision”.
The sentence is handed down when a judge is “of the opinion that no proper purpose would be served by imposing any condition upon the defendant’s release”, according to the law.
It means Trump’s hush money case has been resolved without any punishment that could interfere with his return to the White House.
Unconditional discharges have been handed down in previous cases where, like Trump, people have been convicted of falsifying business records.
They have also been applied in relation to low-level offences such as speeding, trespassing and marijuana-related convictions.