Here are some press releases from IHRSA that provide some free industry information.
U.S. Health Club Membership Exceeds 50 Million, Up 10.8%; Industry Revenue Up 4% as New Members Fuel Growth
IHRSA Index Posts Notable Improvements in Secondary Sales & Expense Management
You’ll find more press releases on ihrsa.org/media-center.
These stats give summary information, though. If you’re looking for more details on market & industry research, you may need to invest in some reports.
If you’re on a tight budget and you’re looking for local data, I agree with Stephen — there can be a lot of free information available from government sources.