We use the Sony EX3 Cam for this. The T2i is not able to compensate for the 60Hz refresh rate of the projector. Since the EXcam is not able to create the shallow DOF, we put the projector slightly out of focus. A 1K light and 2 velum sheets were used to create the soft shadows. Next we'll try using a 2K light, and going wider. The image used in the rear projection is as follows:
next time we'll use a slightly more desaturated image so that we can cool up the whole scene more evenly in post.
The fog machine that we used emits water based fog, that diffuses off very quickly. We might have to rent a better fog machine to create a hazy, more thicker fog for the final shoot.
What I like most about the thick fog is how it creates interesting trails when my hand moves through them. These trails would be really effective in exaggerating the motion of the two dancers for this shot.