Watching your shutter speed will be key here. It's going to be a fine balance: you'll need it fast enough to reduce or eliminate motion blur on the dancers, yet you need it slow enough that you don't have to turn the ISO all the way up to get a proper exposure.
So that you maintain control of the shutter speed, I would suggest using the Tv mode and setting the ISO yourself. If you're very comfortable with the camera, you can even use full manual mode. Auto ISO might work, but since there's no way to dial in exposure compensation with auto ISO, if the stage background is very dark, auto ISO might overexpose.
For a slow dancer, if you're good at anticipating movements and knowing when the dancer will pause between moves, you can get away with around 1/125 or 1/160. You may still get a small amount of motion blur in the extremities, but I personally don't find this small amount of motion blur to be objectionable. Use the largest aperture you have (f/4 or f/2.8), and choose the ISO that allows you to get a CORRECT* exposure.
For a fast dancer, or if you want to catch them mid-leap, you'll need something faster - start at 1/200 and maybe even go up to 1/400 or even faster. This will necessitate a higher ISO in order to maintain the correct exposure.
* Correct exposure will be where the skin of the performer is properly exposed, or maybe a third of a stop over-exposed. This may be tricky to determine when using the camera's meter. If the back of the stage is a black curtain (this is common), the camera's meter will want to expose in such a way that it makes the whole scene into neutral-gray - it will overexpose because it wants to turn the black into gray, and the dancer will be washed out. Even worse, if the dancer is dressed in black, and the background is black, then the camera's meter will not give desirable results.
If the stage lighting is not changing, you'd do well to find the right exposure early in the performance, set the camera to manual settings, then adjust both the shutter speed and the aperture together. If the slow dancer leaves the stage and the fast dancer comes on, you'll increase the shutter speed by three clicks and also increase the ISO by three clicks.
If you're not comfortable adjusting the shutter speed and ISO on-the-fly, and the light is not changing during the show, then set it at 1/400, f/2.8, and whatever ISO you need for a proper exposure, and leave it there for the whole show. This will be faster than necessary for a slow dancer, so you'll be sacrificing a little bit of ISO, but it will be safe and easy.