One way Oates creates suspense is through the use of tone. Oates employs a serious tone in spite of Connie's behaviors that lean toward deviating from her parents' rules and finding ways to make herself more noticeable with boys. It is clear that she is exploring her burgeoning sexuality, and Oates sympathizes with Connie through the inclusions of details such as those when her mom compares her to her sister, June:
Why don't you keep your room clean like your sister? How've you got your hair fixed—what the hell stinks? Hair spray? You don't see your sister using that junk.
The characterization of Connie herself builds suspense. She is a girl prone to pushing boundaries, "daring" to run across busy roads to circumvent rules. This quality, combined with her recognition of new sexuality, seems to foreshadow impending trouble from the night she's at the diner and spies Arnold Friend for...
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the first time (though she doesn't know who he is yet):
He stared at her and then his lips widened into a grin. Connie slit her eyes at him and turned away, but she couldn't help glancing back and there he was, still watching her. He wagged a finger and laughed and said, "Gonna get you, baby," and Connie turned away again without Eddie noticing anything.
Oates continues to build suspense through the characterization of Arnold Friend, whose very name is mysterious. (Removing the R from both names results in "an old fiend.") Arnold knows things about Connie that no stranger should possibly know and eventually demands that Connie leave with him. He has a mysterious passenger in the car with him whose presence is never fully explained, and his car is covered in text and code (33, 19, 17) that makes no immediate sense, either.
The way Connie interacts with him, not immediately sending him away, suggests that on some level, she wants to engage with this strange man. Since the characterization makes it clear that Arnold is not to be trusted, the suspense builds as Connie continues to engage in conversation with him. As they continue, Arnold asks her things such as, "Don't you know who I am?" and seems to emerge as the personification of evil itself.
The suspense builds until Connie seems to offer herself as a sacrifice, leaving with him after he tells her that she doesn't want her family to get hurt and notes that:
honey, you're better than them because not a one of them would have done this for you.
Oates's masterful use of tone, detail, and characterization create a memorable short story that keeps readers guessing until the very end.