Ballet is unquestionably immoral, Catholics ought to have nothing whatsoever to do with it.
Regarding dancing in general, read St Francis de Sales' Introduction to the Devout Life.
I need someone to point out the immorality of the Nutcracker suite. I am a practical person and I like real world examples. My mom let me see this ballet when I was nine. I didn't feel like I was being scandalized, and I was sensitive to those things. It was just a cute fairy tail.
You should have summarized St. Francis de Sales because his take on the whole thing is exactly how I feel about it. He said dances and balls are indifferent, it's what sinful things people choose to do at these events. It's the time of day they happen. It's the laziness that occurs the day after. It's is probably the alcohol that is served and lowers peoples inhibitions. He said if you go to a dance or ball be extra aware and make sure you don't sin.