The St. Louis's suburb of Ferguson has been inflamed with racial tension since Aug 9 when a white policeman, Darren Wilson, shot dead Michael Brown, 18, reports Xinhua.
The tension was further exacerbated after private autopsy results showed that Brown was shot at least six times, including twice in the head.
On Tuesday, police shot and killed another 23-year-old black male in the northern part of St. Louis.
Police Chief Sam Dotson said the officers had ordered the man to drop a knife he was holding and drew their weapons after he refused. He said the youth told officers: "Shoot me now! Kill me now!"
However, some 50 protesters remained on the streets amid heavy rain Wednesday night. Police didn't wear riot gear and were not equipped with shields or riot dogs, Xinhua reported.
Two armoured personnel carriers there did not have their lights on or have police manning the turrets.
Holder flew to Missouri and met Missouri Highway State Patrol Captain Ron Johnson.
Holder and Johnson agreed on the importance of "cooperation and patience" as the authorities carry out investigations.
On Wednesday, Holder met Michael Brown's family privately for 20 minutes, who reportedly asked about the investigation process.
Holder promised a "fair and independent" federal inquiry.
Also Wednesday, St. Louis County Prosecuting Attorney Bob McCulloch convened a grand jury to hear preliminary evidence in the case.
Forty-seven people were arrested Tuesday when clashes broke out after rioters threw glass bottles at the officers.
On Monday night, two people were wounded by gunfire and 78 arrested.