The trick will be getting a fast enough shutter speed and that may be hard (or even impossible) for the amount of light you will have.
The key will be setting your exposure for the areas where the stage lights are lighting the dancers, then lock this exposure (use manual mode) so that the dark surroundings don't affect your exposure. It make take some trial and error, but if the lighting is consistent, once you set the exposure, you shouldn't have to change it again.
Also, make sure your shutter speed is fast enough to stop the motion (if that's what you want). So use your largest aperture (low F number). Raising the ISO will help to get faster shutter speed, but with the trade off of digital noise....but that's usually better than blur, so don't be afraid to crank up the ISO if needed.