Unfortunately if it is a private business they have the right to refuse entry to whomever they want unless it's on account of race, color, nationality, etc. The facts you stated do not rise to the level of criminal harassment.
"No good deed goes unpunished" as they say. Your altruism and leadership in training others gratis was no appreciated by the fitness center for some reason, so if the membership rules prohibit what you were doing, then you don't have much recourse. It woudl seem that if you have such a following, if you went to another center, many would follow you, and the present center might listen to that argument in reconsidering its position.
If you found this "helpful" or "best answer," please click it with my appreciation. My response is for educational purposes and does not constitute legal advice nor creates an attorney client relationship which requires all the details and a personal conference.