"I am not looking for an alternative venue for the SOTU Address," the president tweeted.
"The victim reported her phone was taken" by the suspect, the police report said. "He refused to let her leave the apartment for the entire time she was held there."
Tala Farea, 16, and Rotana Farea, 23, had reportedly made statements they would harm themselves rather than return to Saudi Arabia.
"It will be a rough couple of days," New York Gov. Andrew Cuomo said in Utica, which could see more than a foot of snow.