CLUES

THE SMITH TWINS
Jessica Smith & Holly Johnson are twins.
 * In 3x08, it is revealed that Holly Johnson's birth name was Natasha Smith. Meaning that she was adopted by the Johnson's. She and Jessica are also shown to have the same birthday.

THE CULMINATING DEATH
Jessica Smith dies by Stephanie Young's hand in 3x08.
 * In 2x05, Stephanie holds Holly & Jessica (& Katy) hostage. There is a parallel to 3x08, here.
 * 2x05: Stephanie holds up a gun to Holly & Jessica jumps on her to stop her. When Stephanie throws her off, she turns the gun to Jessica, & Luke tackles Jessica into the hallway to safety. Stephanie gets tired of the back and forth & fights with Holly, culminating in a gunshot being fired into Holly's shoulder. In 2x06 it's revealed that Luke came out of the hallway and shoved Stephanie to the ground after Holly was shot.
 * 3x08: Stephanie holds up a gun to Max (& the rest of the liars). Max jumps at her to knock the gun away from her. Stephanie shoots at his approach, shooting through Max's hand and into Jessica's chest. Max hits the gun out of her hand and tackles her to the ground.
 * Due to it being revealed that Holly and Jessica are twins, it further identifies the parallel.


 * In 3x08 it's revealed that Jessica has known Max has been alive the whole time. The secret is only between a few people (Max, Jessica, Chelsea Caine, Sheriff Grimaldi, and Dr. Montgomery). Since Max and Jessica are the only two of the group of six liars, the saying "two can keep a secret, if one of them is dead," applies. Since Max isn't truly dead, Jessica's death is imminent.