The police chief said a backup officer fired two or three shots toward the driver when he refused orders to stop, striking him once in the shoulder.
There were no reports of any injuries to shoppers hunting for deals ahead of Black Friday.
A store manager contacted early Friday said he had no further information and referred The Associated Press to a corporate spokeswoman, who didn't immediately return a message Friday.
Friday, 6:30 a.m.: Tech gadgets among best-sellers at Wal-Mart
Wal-Mart Stores Inc. said that best sellers for its Thanksgiving sale included big-screen TVs, Apple's iPad Minis, laptops, Microsoft's Xbox One, Sony's PlayStation 4 and the game "Call of Duty: Ghosts."
The world's largest retailer said that customers also bought 2.8 million towels, 300,000 bicycles and 1.9 million dolls.
Wal-Mart started its deals at 6 p.m. on Thanksgiving, two hours earlier than last year. The retailer said 1 million customers took advantage of its one-hour guarantee program, which allows shoppers who are inside a Wal-Mart store within one hour of a doorbuster sales event to buy that product and either take it home that day or by Christmas. That program started a year ago with three items and was expanded to 21 this year.
For the first time this year, customers were offered wristbands for popular products, allowing them to shop while they waited for deals.
— Anne D'Innocenzio, AP Retail Writer, New York
— Friday, 5:45 a.m.: Don't think big store chains are conceding to Amazon. AP's Mae Anderson and Anne D'Innocenzio take a look.
Amazon has managed to attract customers from big store chains such as Wal-Mart and Best Buy with low prices and convenient shipping. Now, stores are fighting to get customers back.
Stores are doing such things as matching the lower prices on Amazon and offering the same discounts in stores as on their websites. For its part, Amazon.com Inc. is giving customers the option to pick up items at physical locations and adding Sunday delivery.