Police have released this image of the type of shovel they are looking for.
Detective Inspector Scott Beard said: "At this point we don't know where this item is. It could be anywhere between the Scenic Drive and central Auckland areas".
"Someone may have come across it, picked it up and taken it home. We need to speak to that person or anyone who has seen it."
The scene examination at Scenic Drive, where Millane's body was found, was now complete.
Beard said he was aware of a "great deal of public speculation about what happened to Grace".
"It is with great reluctance that I will only confirm the following, and say that Grace's body was intact when it was recovered."
A large number of staff remained on the inquiry, with investigators continuing to build a timeline to establish "the exact circumstances of what occurred".
Hundreds of calls had been made to the police 0800 number and officers were continuing to work their way through all of the information provided.
We would like to remind the public that whilst we appreciate the public feeling around the Grace Millane case, it is an offence to breach a court order such as a name suppression, and this includes naming someone who has name suppression on social media.
Millane was last seen alive on December 1, the day before her 22nd birthday.
Her body was eventually found in bush on the side of Scenic Dr in the Waitakere Ranges on Sunday. The accused 26-year-old man was arrested and charged with her murder, appearing in court yesterday.
Millane, of Essex, who recently graduated from university, came to New Zealand as part of a year-long solo OE.
She arrived in Auckland just days before she was killed.
