The November 17 march began at Liberty Square (f.k.a. Zuccotti Park); proceeded to Union Square where it picked up striking NYU and other students; and then to Foley Square, where it picked up the unions. From there, they proceeded to Brooklyn Bridge. The 36,000 is NYPD's own estimate; police estimates are believed usually to understate the numbers.
The police presence has been massive, but they seem to have limited themselves mainly to trying to split up and divert the marchers.
Bloomberg has reportedly claimed there are only 1,000 people. Maybe he's just counting cops.
Best coverage today has been via TheOther99 on ustream – that's their Channel 1 (w/ Tim Pool); Channel 2 is here (w/ Henry James Ferry {sp?}) – two guys with cell phones, leaving the corp. media in the dust. (Support TheOther99 here!)
The first two window grabs are from the stream from Union Square earlier today.
http://c-cyte.blogspot.com/2011/11/estimated-30000-ows-ers-converge-in-new.html
