"The sound of artillery fire was heard at the island and signs of shelling... have been detected," Yonhap news agency quoted a military official as saying.
There was no immediate official confirmation.
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YTN said some North Korean artillery units seemed to have opened fire towards the island.
Minutes earlier, the military had ordered people on Yeonpyeong island to take shelter, an AFP photographer said. North Korean artillery units bombarded the island last Tuesday, killing two civilians and two marines.
The photographer said he was sharing a bunker with military and police officers, residents and reporters following the loudspeaker warning. Hundreds of other villagers fled after last week's shelling, which raised tensions worldwide.
