Look a little further down the page and you will see the heading - Gyms in Arroyo. Arroyo is the town which is "joined on" to Benalmadena so these are the ones you want.
If you don't speak Spanish Boyds in Sunset Beach Resort would be the one for you - I go there about 5 times a week.
Out of the Bali - turn right and go down the hill - turn right and you are on the main coast road and start walking - all part of the gym rountine
It is about 2kms or 1.25 miles and Sunset Beach is opposite the petrol station, infront of Plus supermarket. Go through the Hotel front door into the foyer and there are lifts on the right hand side - in the lift and go down to ground floor - out of the lift - turn left and walk past the supermarket and you will see they gym infront of you. If you take the stairs (as the lifts are always busy) go down as far as you can go - turn right and go past the supermarket into the gym.
I am not at home at the moment but will be back in Spain before the end of June and have the price list and timetable which I will post on here for you if you want.
There is a gym with all the usual equipment in it and they have circuit training and boxing and spinning classes which are all included in the daily rate. I think it is about 7 euros a day but you can use the pool and sauna and go to the classes. Most of the instructors are English as are most of the clients.
Let me know if you want to know anything else.