To which Denver rally are you referring? I attended the Romney rally at Red Rocks, and there were thousands of people there. It took about 2 hours just to get in.
I was at the one in Denver at one of the small airports.
It still took 2 hrs to get in but they packed us nose to tail to make it appear that there were lots of people.
There were probably 2k people there but for a city the size of Denver, it should have been 3x the number of people if Romney had strong support.