The group began at 63rd and Calumet and continued on to 65th and Maryland, where Watkins was shot Monday afternoon while her father changed her diaper inside a minivan. He was also wounded.
Community activist Andrew Holmes is urging witnesses to come forward. The shooting is believed to be gang-related.
"We're getting a whole lot of assistance from the community. We're also getting assistance from people that are in other states that are calling with information and we're turning that information over to Chicago police," Andrew Holmes, community activist, said.
Watkins father, Jonathan Watkins, is out of the hospital and has spoken with Chicago police. His daughter's funeral will be held on Tuesday.