The mine, owned by Lonmin, has been at the centre of a violent industrial dispute exacerbated by inter-union tensions.
Earlier this week nine people died in clashes there.
During the clashes, missiles - thought to be either petrol bombs or grenades - were thrown at police, who responded by opening fire, eyewitnesses said.
"There are bodies on the ground, I saw one with a bullet wound on the forehead," one eyewitness told the BBC.
The recent violence has been triggered by a turf war between the long-established National Union of Mine workers (NUM) and the newly-formed Association of Mine workers and Construction Union (AMCU), which is more militant, analysts say.