Miss Grenside, 25, a fitness teacher, walked into the leisure centre where she works in Harpenden, Hertfordshire, at 7am on Thursday after vanishing on Tuesday night. She was kidnapped by two men after parking her car to take a fitness class.
At a news conference yesterday, Detective Superintendent Ian Whinnett said: 'She is in a very, very distressed state.'
Police are keen to trace a yellow plastic bag and a typed time-sheet which she had with her and are missing.
Miss Grenside told police that a man put a sharp instrument - possible a knife - in her back and knocked a personal alarm out of her hand. A second man in a car, believed to be a saloon, pulled up and she was dragged into the vehicle and blindfolded.
Det Supt Whinnett said she was driven for about an hour: 'She was removed from the vehicle and taken into an empty and very damp and cold house.' For the next 35 hours she remained in one room, only leaving to be taken to the toilet.
Eventually she was driven back near where she was abducted and pushed out of the car.
He added that although she was left alone in the room 'pure terror' stopped her from removing her blindfold.Reuse content