The Tukey depth of a flat with respect to a point set is a concept that appears in many areas of discrete and computational geometry. In particular, the study of centerpoints, center transversals, Ham Sandwich cuts, or k-edges can all be phrased in terms of depths of certain flats with respect to one or more point sets. In this work, we introduce the Tukey depth histogram of k-flats in R d with respect to a point set P , which is a vector D k,d (P ), whose i'th entry D k,d i (P ) denotes the number of k-flats spanned by k + 1 points of P that have Tukey depth i with respect to P . As our main result, we give a complete characterization of the depth histograms of points, that is, for any dimension d we give a description of all possible histograms D 0,d (P ). This then allows us to compute the exact number of possible such histograms.