Two things:
1. If the lighting is variably colored like that shown in your photograph, you probably won't be able to get "natural" looking shots due the wonky color balance. If shooting only white spots, you should take a custom white balance setting (using a white card, whibal, etc.) before the show starts if at all possible.
2. As was mentioned, you'll have to use high ISOs, depending on the lighting level, between 400 and 1600, particularly if you're using the kit lenses. The kit lenses are very good, but not very fast, so that limits the shutter speed.
My own practice (with E-1 and E-300) is this:
1. Take custom white balance before start.
2. Mount E-1 with 50-200mm lens, ISO 1600.
3. Mount E-300 with 50mm f2 macro @ ISO 400.
4. Set both cameras for shutter priority, usually around 1/100 for the E-1, 1/60 for the E-300.
5. Shoot using SHQ jpeg.
6. Run all photos through Noiseware or Neat Image before beginning other PP.
Good luck (YMMV).