This is a rush transcript from "On the Record ," June 21, 2007. This copy may not be in its final form and may be updated.

VAN SUSTEREN: We're live in Canton, Ohio, were the clock is running. Jessie's baby is due in less than two weeks and still no sign of her. The family is, of course, panicked. They need everyone's help. Jessie's sister, Whitney, joins us. Whitney, you know, I know it's an extremely
tough time for the family. How is everyone holding up?

WHITNEY DAVIS, MISSING WOMAN'S SISTER: We're doing our best right now. It's difficult because we miss Jessie and it's getting so close to her due date. But doing the best we can to look for her.

VAN SUSTEREN: Jessie is one of how many children in your family?

DAVIS: Seven.

VAN SUSTEREN: And you are younger than Jessie. How old is Jessie?

DAVIS: Jessie's 26.

VAN SUSTEREN: And you are?

DAVIS: Twenty. I just turned 20.

VAN SUSTEREN: The search today — extraordinary.

DAVIS: It was amazing. I mean...

VAN SUSTEREN: I see that you have a shirt on that says, "Missing, Jessie Marie Davis," your sister. What — were you expecting all those people to turn out today?

DAVIS: No. I really — I had no idea how many people were going to be there. We were hoping for a few hundred. I mean, I would have been shocked at that. But today was amazing.

VAN SUSTEREN: What's the plan for tomorrow for you?

DAVIS: I think I have a couple of interviews in the morning and then go back out to the search and try and find her.

VAN SUSTEREN: When you say search, what are you actually doing on these searches? I mean, are you, like, Walking the ground, or what are you doing?

DAVIS: Actually, it was recommended that the immediate family not go out on the search because it is very emotional. You know, the moment somebody thinks they find something, you know, we want to run over there and look at it. But we just decided that it would be best if we stayed back and just continue to talk with the media and keep our face out there and just keep everything alive.

VAN SUSTEREN: Where is your nephew, your sister's son, Blake?

DAVIS: He's staying with the family.

VAN SUSTEREN: And with the family, meaning with you, your mother — you actually don't live here. You're — you're just here because your sister's missing. You live in Texas.

DAVIS: Yes.

VAN SUSTEREN: You raced home when you heard the news. How is Blake doing?

DAVIS: He's OK. He's surrounded by people that love him. He just misses his mommy a lot.

VAN SUSTEREN: Is Officer Cutts, who — the father of Blake — has he been around to see the child?

DAVIS: I'm sorry?

VAN SUSTEREN: Has Officer Cutts been around to see his son?

DAVIS: We're not commenting on that.

VAN SUSTEREN: In terms of your sister's relationship with Officer Cutts, do you know where they met?

DAVIS: No, I don't.

VAN SUSTEREN: No idea?

DAVIS: I don't.

VAN SUSTEREN: But you know him.

DAVIS: Yes. I have met him.

VAN SUSTEREN: And I take it that there's just no doubt in your mind your sister didn't just walk off.

DAVIS: No.

VAN SUSTEREN: She wouldn't leave her son. She wouldn't leave Blake there.

DAVIS: We know she didn't just walk away.

VAN SUSTEREN: Is there anything at all, any sort of clue at all that — in walking through the house that you remember that was sort of sticking out as, like, the biggest sign for you as to sort of give the police a hint or some idea?

DAVIS: I really don't know. I mean, we just know that Jessie would never leave Blake there alone. She wouldn't do this to her family. There's no doubt in my mind that she was taken against her will. We know that she just didn't leave.

VAN SUSTEREN: How long has she lived in that home?

DAVIS: I believe longer than a year. I'm not sure of the exact amount of time she had been there.

VAN SUSTEREN: And she'd never complained of problems in that home, people bothering her at all?

DAVIS: No. I used to live there with her.

VAN SUSTEREN: And you never had any problems.

DAVIS: No. A very quiet neighborhood.

VAN SUSTEREN: How about that grocery store? Have you ever shopped at that grocery store?

DAVIS: Yes. We used to go there all the time.

VAN SUSTEREN: It certainly looks safe in the daytime to me. She was there about 6:30 at night, daylight. Never any problems there?

DAVIS: No, none.

VAN SUSTEREN: So are you at all suspicious someone spotted her at the grocery store that night, and is that a little piece in your mind or not?

DAVIS: I don't know. I mean, we just — it's hard to imagine anyone wanting to take her or anyone wanting to cause anybody in our family harm. You don't want to think that you've ever come across someone that is capable of that.

VAN SUSTEREN: Whitney, thank you, and good luck with the search tomorrow. Maybe tomorrow (INAUDIBLE) lucky day

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