"67 percent of graduate students said they had felt hopeless at least once in the last year; 54 percent felt so depressed they had a hard time functioning" (quoted in http://scienceblogs.com/thusspakezuska/2009/02/23/grad-schoo... I don't have access to the original publication.)

If someone in your department was waking up with screaming nightmares, would you know about it? Most people don't want to talk about these issues.