The filter made it possible to get this result in one exposure, normally you can achieve similar results by merging different exposures into a HDR format.
Filters make this a lot more straight-forward, but logically limit you in composition, since the gradient of the filter is fixed.
As I mentioned before the "smoothing" is because of the prolonged exposure.
So if you ever plan to take a picture of an empty Times Square then place your camera on a tripod and expose for 2 minutes or so

I did the same for the boulevard in Shanghai, but my Canon G11 only allowed for 15sec. max exposure time, still a lot of moving people disappeared from the final image

See my Facebook for the results.