I'd echo the comments here. Chicago, particularly in the Mag Mile and Gold Coast, is very safe. No reason to stay home.
The reason the incidents of the past few weeks have been so jarring is that they are so rare. Things were relatively quiet last weekend downtown, it seems like the extra police are being effective.
One quick safety tip. Most of the crimes downtown seem to be related to stealing electronics, mostly iPhones. So I'd quickly scan your surroundings before whipping your phone out.