The all-time record is Spiderman's opening weekend of $31,768 per screen. Based on just this Friday estimate, Fahrenheit 9/11 is on track for $28,341 - but keep in mind the numbers typically go up on Saturday and again on Sunday. Either way, it will be very, very close to the record (the only other one I know of in the ballpark was Blair Witch Project with a $26,528 opening weekend average).
And you know this how?
the per theatre statistic is pretty meaningless. The reason it is doing well per theatre is because so few theatres wanted to show it, which concentrated the loonies to pack the few theatres showing it.