I went to high school in the states, and where I came from that circles most definitely existed. They weren't exactly the same (we didn't have a football team, as we were a small town), but the soccer jocks always dated the popular girls, etc...
That being said, a lot of it has to do with perception, too. I was the "lonely outcast" type in my high school, but I never felt like that. I was just interested in different things than most people, and as such I was labelled as weird. I didn't mind too much.
Like The_Dude said, the lines aren't drawn in stone, though the basic ideas are similar in most places.
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