Chris Watts.Photo: Joshua Polson/AP/REX/Shutterstock

After Colorado fatherChris Wattswas arrested late on Aug. 15 for the murders ofhis pregnant wife and their young daughters, he was booked into the Weld County Jail — where heshowed no emotionduring the intake process, according to an investigative source at the time.
But that was more than two weeks ago.
Now the gravity of the situation has hit the 33-year-old, maintains a second source, who spoke with Watts on Thursday.
“It’s all beginning to sink in,” the source tells PEOPLE. “He’s in the mourning process.”
It’s a marked change in demeanor for Watts,who could face the death penaltyif convicted.
“He didn’t seem upset at all,” observed neighbor Terry Witt at the time.
Within hours of Chris’ arrest, authorities announced that theyhad recovered the bodiesof Shan’ann, who was then 15 weeks pregnant, and their kids on property belonging to Chris’ former employer. (He was fired the same day he was taken into custody.)
Shan’ann Watts (right) and her daughters.Shanann Watts /Facebook

Under police questioning, Chris allegedly admitted that he had strangled Shan’ann — but he gave a startling reason for doing so.
Chris purportedly said he “went into a rage” and strangled Shan’ann, the arrest affidavit states. Afterward he allegedly loaded all three bodies into his truck to conceal them at an oil work site some 40 miles east.
He is also charged with unlawful termination of a pregnancy in the first-degree, among other crimes.
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Chris now sits alone in an intake cell; according to the Weld County Jail, he is being held in protective custody due to the publicity surrounding his case.
He is permitted to leave his cell under strict supervision for one hour of exercise and to shower — but it is unclear how often he has opted to do so.
“Obviously, he’s in a tough place,” says the source who spoke with him this week. “And he understands that he’s not going anywhere anytime soon.”
Chris has not yet entered a plea. His attorney is barred from discussing the case, according to a statement from the state’s public defender’s office, which represents him.
His wife and daughterswill be laid to rest in North Carolinaon Saturday.
Police, meanwhile, have been continuing to gather evidence, according to an investigative source.
“He’s lied to us before,” the source tells PEOPLE of Chris. “So we have to check every part of his story.”
source: people.com