At the end, a dancer winks at the girls in the front of the audience.
This is a free show every Saturday & Wednesday night at 8:30 by the Al Tannoura Troupe. It last 90 minutes but get there early to get a good seat. Photos are allowed but not Videos. However, I have a small video camera and also took videos.
I found about this from a fellow traveler and cannot find it in my guidebook. Defiantly worth while. This was in April 2008.
Location: In Wiekalet, El Ghouri Al Azhar Street, Cairo, ask at your hotel how to get there.