Chopper 6 HD was over Roosevelt Boulevard near Red Lion Road at 10:00 a.m.
Several dozen protestors marched in the outer right lane of the southbound boulevard.
They were accompanied by several police cruisers, which diverted traffic around the marchers.
Action News has learned the protestors are marching through Philadelphia from New York City on their way to Washington, DC.
The March for Justice is a followup to Tuesday night's anti-police brutality demonstration in New York City.
That protest drew hundreds of people and was organized by National Actions to Stop Murder By Police.
Many of those protesters cited the deaths of Eric Garner in Staten Island and Walter Scott in South Carolina.
The protesters marched from Manhattan's Union Square and across the Brooklyn Bridge where they partially blocked traffic.
Several people were seen getting arrested, but police said early Wednesday that information on the number of arrests was not yet available.
The Associated Press contributed to this report.