Heena finished at 12th with 382 points while Annu Raj was 23rd with 378 at the Royal Artillery Barracks. A top eight finish would have taken them into the finals.
A series of nines towards the end of the final round saw Heena end just three less than Russia’s Liubov Yaskevich, who totalled 385.
Heena began the final round with five consecutive 10s, putting her in prime position for a place in the final. But a string of 9s in the next five shots meant she could only finish 12th.
Annu Raj ended with a paltry 91 in the final round when she needed a near perfect round to make the final. She did not have a good start scoring 94 in the first round but stormed into contention with 96 and 97 in the next two rounds.