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When a performance is over, congratulate everyone on a job well done. Pass on constructive feedback. Start something new.
This is especially important when it's the last performance. Compliment your actors, production crew and technicians on the good work they did. Either before or after you do this, talk to the audience to find out what they thought. After all, they are the people you are communicating with. They can provide you with insights that you had not thought of and that will enrich the next performance. When advice given to you from your audience is worthwhile, tell your actors about it. Particularly if your production has multiple performances, this is useful to both you and them. Make sure everyone arrives in a timely fashion before the next performance so that you can go over the various scenes with them and tell them what went well and what did not. A production is a learning process for all involved and no two performances are the same. Audiences differ each night, and things that work well one night may not get the same feedback from the audience another night. This does not mean that they are bad things, it is merely a matter of audience dynamics: some audiences just prefer physical action while other prefer verbal sparring. Now that you are done with this production it is time to start thinking about the future. If you're lucky, you've found some time to network or someone who saw your play wishes to hire you for a project they are financing. If you're not lucky, the cycle starts all over again or you end up without a project. Make sure, therefore, that every production you direct is one you support fully. That way, there are no regrets and you can look back fondly on the work you did, no matter how small or amateur the production.