The Daily Caller combed through 984 arrest records of protesters arrested in New York and found that they live in apartments and houses priced higher than nationwide averages but cheaper than in the city they're protesting in. The conservative web site gathered info from arrest records from September 18 to October 15:

Among addresses for which information is available, single-family homes listed on those police intake forms have a median value of $305,000 — a far higher number than the $185,400 median value of owner-occupied housing units in the United States. ... The median monthly rent for those living in apartments whose information is readily available is $1,850.
The Daily Caller doesn't note how many of those arrested were those who live in the New York City (they write "arrest intake documents show that arrestees came to New York from all over the country but particularly from the Northeast") but the average home price in the city is $780,000 while the average Manhattan rental was pegged at $3,331.