Officers received the report yesterday at 4-25pm and a number of diversions were put in place to create a sterile area around the car park in Broadway.
The man was talked down at 5.05pm and the road closures were lifted. The man was taken to hospital by ambulance where he is receiving support and treatment.
Sgt Tim Pearson said: "Significant traffic disruption was caused for 35 minutes which will have inconvenienced many people. I would like to apologise for this but the safety of all persons, including drivers and people walking past, necessitated this action."