A rough crowd estimation:
Given a 80,000 ft^2 space for the protest(7,432 m^2)
And a density of 1.27 – 2.0 people/m^2
On Crowd Density Estimation for Surveillance
H. Rahmalan, M.S. Nixon, J. N. Carter
That is for a consistent heavy crowd. So take in the areas with less crowd by halving that density. So call it about 3 to 4 thousand people.
Which matches nicely from the estimate here 3,625.
Very civil very well organized protest. It essentially filled the entire front of the Indiana State Capitol Building.
One of the best speakers was a Thomas Paine impersonator.
These people are not nuts, they are also not your typical protestors. Their hot button is fiscal constraint and halting government expansion.
Something that neither party is great at, but the President sure is trying to eclipse any Republican spending wastes.
Appending to the data from the first link, at a conservative estimate.
That's with hundreds = 200, and thousands = 2000.
Here's the cities that the first list missed.
Hundreds of locations and about 0.1% of the country's population.
Pajamas has this as their estimate