MISS PATTY: Visualize, ladies. It’s a Thanksgiving Day parade. You’re standing on Fifth Avenue.
Miss Patty is referring to the Macy’s Thanksgiving Day Parade, held in New York City each Thanksgiving since 1924. Presented by Macy’s department store, it is the largest parade held in the United States. Teams of baton twirlers are a common feature of the parade.
The Annotated Gilmore Girls 
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