YOU BET THEY DID
THE CAPE JAGGER USED IN THAT SONG WAS BRILLIANT!! although he must've been boiling, it was 33C in there.
I don't remember all of the songs they played but I do remember the following order:
Start me up as the intro, It's only rock and roll, Lets spend the night together, Wild horses, Sympathy for the devil, Brown sugar, You can't always get what you want, and Satisfaction.