How to recognize the end of a piece of music
I'm a philistine, myself, but on the few occasions I've attended a classical-music performance, the audience seemed to know to applaud immediately after a piece ended, but to not applaud between movements. How did they know the difference (unless perhaps by being already familiar with the piece played)? Is there, perhaps, something the conductor does immediately on finishing a piece different from what he does on finishing a movement (other than the last) — or what?
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Simple. Wait for others to clap first. If the applause is sporadic and accompanied by embarrassed looks from one audience member to the other... don't join in the applause. If the applause is confident, join in!
It is customary to applaud only after the completion of an entire work. The audience knows when the work is over by reading the program and by being familiar with either the specific work, or the genre in general.
This is a rough translation of this entry. You should read the whole of it if you understand french, this is a complete guide to Opera / Classical Music concerts, of what to expect during the performance and what is generally expected from the audience.
When should I applaud?
a) Concert (symphonic music, chamber orchestra, etc.) :
It is customary not to applaud before the end of an entire piece, as you don't want to interrupt its progression or contrasts. For instance, in a four movements symphony, a quatuor, a group of melodies from the same composer, a lieder cycle, you only applaud in the end, even if musicians stop playing, and even if they have to retune their instruments. Applauding during pauses between movements isn't a crime (at worst, it will get you some exasperated "shush"), but it will probably annoy the public, who like to see the piece in all its continuity. And the musicians usually don't like it. (Beware during a lieder cycle though, you might risk your life if you applaud before the end). In any case, you never applaud while the music is still playing. As a conclusion : better wait and see. Don't rush into an applause when you're not sure if the piece is over, there could be a pause in the music. Even if you're enthusiastic, wait a little and watch what the rest of the public is doing, it's safer.
b) Opera
The opera is along the same lines, with a few exceptions. The general rule is to applaud after the ending of each act (except for the first act of Parsifal in Bayreuth for historical reasons). You generally applaud longer in the end of the entire piece. However, there are exceptions:
You can applaud after a single piece (generally a known aria or choir performance) if you found it particularly good. It's not always very easy to applaud at the right time though, as the conductor might want to immediately continue. Don't overdo it, especially in seria operas (about thirty scenes...).
In some opera houses (for instance, the New York MET), some star singers or even decors get applause when they come in. It's not very good taste though.
In any case, once again, you should never applaud during the music. And you can sometimes be surprised by false endings, so beware. Even when it's over, wait for the resonance to end, a few seconds, before starting the applause.
Things not to do:
Applaud a high note in the middle of an aria.
Applaud too early on an enthusiastic ending
Applaud at the exact moment of the last note (this is considered to be the epitome of bad taste by some, as it is done to show you know exactly when it should end).
Sometimes the conductor acts differently at the end of a movement vs. the end of the piece. For example, if the sound stops, but the conductor doesn't put the baton down, that may indicate you are still within the same piece.
Some audience members will be familiar with the piece. It is also possible to pick up visual body language cues from the performers (if they are continuing to ignore the audience after finishing a movement, that's a good sign that there is more to come).
But more than all of this, is the fact that the performance programs (handed out by ushers or available at the door) have the movements listed in them. Technically speaking, the ability to follow along in the program is a kind of aural skill; but, it is not difficult to develop, and as you have noted it is indeed a skill that experienced concertgoers possess.
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