Cape May Convention Hall ? 10am - Noon January 9 - March 27 Bring your sneakers, your water bottle and a friend! Enjoy a few hours of socializing at Cape May Convention Hall. Walk the indoor roller rink or relax in the atrium and take in the beautiful views of the beach and ocean. * Note: Tuesday, January 23 the skate rink will be closed for walking, however the atrium will be open.