Republican presidential candidate Newt Gingrich (Hal Yeager/Associated Press)

Photos taken by a New York Times photographer show the Gingriches in an embrace, dancing slowly near the bar in the Hilton Hotel lobby. An aide said they even grooved to “Rocket Man.” The song evokes Gingrich’s support for space exploration and desire to develop a colony on the moon.

Gingrich stayed up late despite the early morning radio interview on his schedule Thursday. Later, Thursday morning the former House speaker rallied a few dozen supporters in the a Hilton ballroom where a state legislator introduced him saying, “I can tell you right now he’s tired.”

Gingrich indeed sounded subdued when he took the stage, perhaps weary after a long day of campaigning in Alabama Wednesday (and the late night dancing.)

At the rally he spoke of his desire to run “an American campaign.” Gingrich has declined to answer questions from reporters about how long his campaign will go on amid calls for him to drop out. Aides said this week he must win in Mississippi and Alabama to continue on.

Gingrich will continue to pitch his campaign in Mississippi and Alabama through the weekend, going on to Tupelo in the eastern part of the state and Southaven in the north.

“I am the only candidate in this race who played the lead role in four consecutive balanced budgets,” Gingrich said to applause at the rally in Jackson.

It was also the candidate’s first rally with Secret Service coverage for his campaign.