Jennifer Lopez had most of her audience -- including Channing Tatum and Jenna Dewan -- shaking their asses during her closing song ... everyone except Alex Rodriguez.
J Lo belted out "On the Floor" Sunday night to close out her final show in Vegas for the summer. Alex was hanging with Jenna and Channing ... and was, apparently, too intimidated by Mr. Magic Mike to show off his own dance moves.
Even though he's got J Lo, there are clearly limits to A-Rod's confidence.