Gloria Darden, in sunglasses, mother of Freddie Gray, is comforted by supporters during a protest march outside of the Baltimore Police Department's Western District police station, Tuesday, April 21, 2015.(Photo: Patrick Semansky, AP)

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More protests were set for Wednesday in Baltimore as supporters of Freddie Gray press their demand for justice -- and an explanation of how and why he died while in police custody.

U.S. authorities launched a civil rights probe Tuesday into the death of a Gray, 25, who was heard screaming in pain as officers dragged him to a police van while cellphones recorded the scene. Gray suffered severe spinal chord damage and died Sunday, a week after the arrest.

The U.S. Justice Department said it has been "monitoring'' the case of Gray, who is black. The case is the latest of several across the nation in recent months to spark outcry and protest across the nation for perceived heavy-handed police treatment of minorities.

"Based on preliminary information, (Justice) has officially opened this matter and is gathering information to determine whether any prosecutable civil rights violation occurred," the department said in the statement.

A protest was set for later Wednesday in front of the Western District police station where Gray was taken after his arrest. A rally at City Hall was planned for Thursday.

Tuesday night, hundreds of protesters outside the station chanted "All night! All day! We're gonna fight for Freddie Gray!" They filled a city block while police on horseback monitored the scene.

A crowd outside the Western District Police Station included 53-year-old Pricilla Jackson, carrying a sign reading, "Convict Freddie's killers."

Six Baltimore officers have been suspended pending the outcome of the local investigation. Police reports filed earlier this week indicated that Gray, whose spinal cord was nearly severed in his neck while in custody, had been arrested "without force or incident.''

Police released videos showing Gray being dragged to the van, but they do not capture what happened inside a van.

Rodriguez said the officers involved have been suspended and that an autopsy showed Gray suffered a spinal injury that led to his death. He said the autopsy showed no other body injuries.

"What we do not know, and need to get there, is how he suffered that injury,'' Rodriguez said.

The Gray family's lawyer, Billy Murphy, has said that Gray's "spine was 80% severed at his neck."

Video taken by a bystander does not show the injury take place, but it does show police officers dragging Gray to a police van. Gray is heard crying out in pain.

In a police report filed with the court, Officer Garrett Miller wrote that Gray was stopped after fleeing "unprovoked upon noticing police presence." Miller said a knife was found clipped to Gray's pants pocket and he was arrested.

"During transport to Western District via wagon transport the defendant suffered a medical emergency and was immediately transported to Shock Trauma via medic," MIller wrote.

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