Story highlights Protesters will march Friday on Chicago's luxury retail corridor, Michigan Avenue

Chicago Urban League, others wants U.S. Justice Department to probe officer's killing of teen

City Council's black caucus will seek a no-confidence vote against police commissioner

(CNN) Chicago will continue its steady boil on Friday when protesters will march on its luxury corridor during a major shopping holiday and press their outrage over an officer's killing of teenager Laquan McDonald.

Threatening to dent Michigan Avenue's economy, demonstrators will also use Black Friday's prominence to highlight their demands for the resignation of the police commissioner and for a federal investigation into his department. The upscale thoroughfare is also called Chicago's "Magnificent Mile," ending in the city's Gold Coast neighborhood.

McCarthy has indicated to media outlets he doesn't intend to resign, and he enjoys the support of Mayor Rahm Emanuel.

"Since I got here, I've been talking about changing the culture of the Chicago Police Department in a positive fashion. There are some very good things about the Chicago Police Department that I found when I got here," McCarthy said this week. "We're building on those, and we're trying to revamp anything that's negative."