Well, first thing that hit me was that my natural assumption that it's a picture of Manhattan with yet another proposed WTC replacement is dead wrong. The Sears Tower gave it away.

But what you're probably looking for is the Moon. The terminator line is perpendicular to the Earth's surface, meaning that the Sun would have to be overhead above the lower Antarctic lattitudes to produce that effect; and for the Moon to be in that location in the sky (assuming looking due west) would require an impossibly tilted angle of inclination. The Moon is always in the southern sky at Chicago's latitude.