The anti-Wall Street protests are continuing in Lower Manhattan. Police have allowed the protesters to stay at their makeshift camp in Zuccotti Park in the Financial District, and the this week a stream of celebrities arrived to pay homage to the occupiers of this ramshackle collection of tents and sleeping bags.

Until now, it has been the usual suspects: the actor and activist Susan Sarandon, radical film-maker Michael Moore (twice), the Outkast rapper Big Boi, and the provocative black intellectual Cornel West.

For a time today, it looked as if the celebrity score would go to a new level, with reports that Radiohead, who are in town for a series of concerts, would play an unannounced gig at the park. Unfortunately, it was announced (by the protesters) and then denied (by the band's public relations firm).

Whether it goes ahead or not remains a moot point – and in any case the substantive story today is that the protesters are planning a march on the New York Police Department headquarters in protest at the now-notorious use of pepper spray at last Saturday's demonstration.

Our reporter Adam Gabbatt is in Lower Manhattan and we will be bringing you news of the march as it happens, and the Radiohead gig if it happens.

Adam Gabbatt has been surveying the scene at the New York Police Department headquarters, where barriers have been put up in preparation for the expected march later this afternoon.

A police officer has told Adam that the protesters, if they arrive, will be channelled through the barriers in order to prevent them getting near the building. Lines of police officers will ring the barriers.

Adam says it looks like quite a small space: if there are a large number of protesters, things could get quite tense here, I think.

Adam has been speaking to protesters at Zuccotti Park. Phill Lentz, 30, is a dispatch supervisor at a car service firm by day and a "punk rocker" by night – singing for World War 9 and drumming for Joey Steel and the Attitude Adjusters.

Sitting on a plastic covered mattress at Zuccotti Park, Phill said he had been sleeping at Occupy Wall Street since Monday. It's his first time at a protest.

This is the first one I've seen that is not marginalised. It's proportional - there's people for and against the death penalty, for example. Everyone here knows somebody who's been laid off or can't afford health insurance. I don't know anybody who'd be turned away.

Of his own motives for attending, Phill said:

Everything. My parents are in a tough spot, my mum was treated badly at work. My dad was in the navy but his pension is barely enough to live on. I'd love to go back to school but I just can't afford it. I'm lucky to have a job and

I work hard but I earn hardly enough to live on.

Fans of Radiohead in New York – who may or may not outnumber the Wall Street protesters – will be disappointed to learn that the band have confirmed on their Facebook page that they are definitely not going to make a detour to Zuccotti Park.

We wish the best of luck to the protesters there, but contrary to earlier rumours, we will not be appearing today at Occupy Wall Street

"Sell outs," says one commenter.

Another, Ian Bradley, says in a more considered contribution:

I'm here at the park now and it would be a pretty dumb move for them to show up. First off, there's no amplification systems allowed, it's packed, there's no electricity because the company that owns the park shut it down, and the cops would never allow it. Also this entire thing has been a shallow distraction from the point. Kind of pissed at whatever asshole here spread this rumor.

The organisers of the Occupy Wall Street protest – if a leaderless organisation can be said to have organisers – say they were "hoaxed" about the potential appearance of Radiohead.

Photographer James Fassinger has spent the week at the Wall Street protests, and has filed some great pictures to the Guardian. Here's a gallery of the best of them.

The suggestion of an appearance by Radiohead has brought new crowds to Zucotti Park, and Adam Gabbatt reports that some of the activists who have been there since the start are suspicious of their motives.

AG: Alexander Penley, a self-employed international civil rights lawyer, has been here since day one and is unimpressed by those only arriving to see Radiohead.

I like Radiohead. But when I see all the masses here now – people just think it's cool to come for a band. This has been going on for two weeks – but today people are asking me where's it happening? They're only interested in the band.

Penley is clear on what he wants the movement to achieve, and says he is prepared to stay here until January 1 to see it:

I'd like be forgiveness of debt, both student and mortgages, a d the retraction of law that says a corporation has he same rights as a person.



Penley said he would be part of the planned October 6 march on Washington.

Thanks to @Donato in the comments who has posted a link to the Washington protests mentioned in the previous post.

Reuters notes that as trading in Wall Street closes at the end of the third quarter, it's been the worst three months on the stock market since 2008.

Another one of our correspondents, Paul Harris, is setting off to join Adam Gabbatt in Lower Manhattan. He says that violence tonight is in the interest of neither police nor protesters.

I'm about to head off to prepare coverage of the protesters planned march to New York's police headquarters at 1 Police Plaza in downtown Manhattan. It is not very far from Zuccotti Square where Occupy Wall Street is encamped. The march is set for 5.30pm and who knows what might happen but my initial thought is that neither side has much of a vested interest in there being any trouble. The protesters have achieved a remarkable media breakthrough in recent days. They have attracted huge amounts of coverage, celebrity visits and a lot of public and media sympathy. That has allowed them to highlight the reasons why they protest. Any violence – even if instigated by the police – could derail that. As for the NYPD, they have taken a real pasting by many members of the public and the liberal elements of the media after the shocking scenes last weekend of an officer attacking women protesters with mace. Though they have publicly defended the attack, it is not hard to imagine some fairly stern behind-the-scenes police briefings telling their officers to avoid a repeat performance. It is a pure guess but I would say both sides will be keen to keep it nice and peaceful. But as witgh any protest, it is hard to predict anything with certainty.

Hadley Freeman has pitched in with a despatch from Zuccotti Park. I promise this will be the last mention of Radiohead in this live blog.

It always sounded like more of a Nice Dream than a reality, and the possibilty of being Let Down and left High and Dry and in a Sulk seemed pretty high. Nonetheless, as the band are known for their Street Spirit, perhaps it wasn't totally beyond the realms of possibility. When rumours began to fly around the internet earlier today that Radiohead would turn up to Zuccotti Park at 4pm to play a free gig as a show of support for the Occupy Wall Street protests, fans began to tweet their excitement with a very unRadiohead degree of excitement and optimism. While there were the occasional snarks, usually making comparisons between the incomprehensibility of Thom Yorke's infamously garbled singing and the confused nature of the protests themselves, the gossip and music media went into near ecstasies at the prospect of a free gig by the band. However, by lunch time, doubts were setting in. A spokesperson for the band denied they were coming but said they were "showing support in spirit." A spokesman for Occupy Wall Street insisted they were coming and the band was just trying to prevent overcrowding. But by 4:15, there was no sign of a Radiohead or any gig at all. But the crowd was decidedly unbothered. "I don't care, this is bigger than Radiohead. I'm here for EVERYTHING, not just some band," said student Carla Matut, 23. "I think everybody's entitled to do what they want to do, and it's an honour they even considered it," added Lauren Sadowsky, also a student. Benny Zable, 66, removed his gas mask as he considered the news: "I don't know them at all. But I guess it was exciting for the young people," he said, and then reaffixed his mask. Buddy Niederhoffer, 35, had set up a massage chair in the middle of the park to soothe stressed protesters. "I'll massage all the disappointed Radiohead fans. Not that I'll recognise them - I wouldn't even recognise the band."

Adam Gabbatt has been listening in to the protesters' endearing method of getting round the police loud-hailer ban.

Groups of protesters repeat in unison the speaker's lines. It's all a bit Life of Brian ("we are all individuals").

You can also follow on Twitter our reporters Paul Harris and Adam Gabbatt. Paul tweets that Zuccotti park is "jam packed". Adam also says there are huge crowds:

Around 60 police have lined up along the east side of Zuccotti Park where it borders Broadway and where one would expecting 5.30pm march to depart from. Word is protesters will be allowed to head to 1 Police Plaza, however. Police are in normal uniform, no sign of the NATO helmets and shields that I have seen at police use at UK protests over the last 12 months – although every officer here has a gun of course. Away from the main square where protesters are gathered are an apparenty separate group of police - around 25-30 officers - who are also on light uniform, but each one is carrying around five pairs of plastic, zip-tie handcuffs ( see attached photo). Presumably these officers will be on hand to make mass arrests if necessary. All peaceful so far however, and with the Radiohead hoax the crowd must be getting towards 5,000, by my reckoning.

In the comments, @LostintheUS addresses criticism of the organisation of the protest – or the apparent lack of it.

Another point is the characterizations of this protest as ineffectual due to its leaderlessness. Sorry, the leadership that has taken shape there is pure democracy. Leadership by discussion and consensus building. This is pure democracy as practiced among traditional societies.

Police helicopters are now circling above Lower Manhattan. Protesters say the march to Police Plaza, due to begin in 15 minutes, will be conducted in silence.

It seems the march is under way, ten minutes early.

PH: The police presence so far as the march prepares to start seems very hands off. Police focused on keeping traffic moving around square and not harassing protesters. The clash between unsmiling officers and some of the more "colourful" protesters is always a sight to behold though.

Pictures being posted on Twitter show that the numbers marching in Lower Manhattan are indeed large.

This one was posted on Twitter by one of the protesters. Do police have the ability to cope with such crowds?

And here's a message to the viewers at home:

Picture by @fiascostreeteam

The march is being led by older women in "grannies for peace" bibs, according to Paul Harris. "Probably a tactic to reduce police macings," he tweets. Adam Gabbatt says police are lining road to prevent overspill into adjacent streets, but otherwise appear "hands off".

The march has arrived at 1 Police Plaza, according to Paul Harris, who says the chant is "We are the 99 per cent".

Colin Jones of the New York Daily News says the "call and response" speaking pattern is going in four waves, because of the numbers at Police Plaza.

You can continue to watch the aftermath of the march on this live stream, and follow our reporters' tweets in the box on the right of this page.

Looking at the photographs and video of the march coming in on Twitter, it's quite clearly the biggest demonstration since the Occupy Wall Street protests began. Thousands of people thronged through the streets of Lower Manhattan, in what is evidently a peaceful and good-humoured protest.

If there is no trouble later, the protesters will be able to chalk this up as a big success. On the downside, no Radiohead; on the upside, no pepper spray. Some of the marchers are starting to disperse; others are staying to hear the speeches at Police Plaza.