Along with the Memphis Commercial Appeal, I also looked at microfilm of the Wellington Daily News. This small Kansas town hosted Denishawn in 1924, but before that, in 1921, a 14 year old Louise Brooks danced there. According to the Barry Paris biography, "In September there was a five-night engagement at the Wheat Show in Wellington." I decided to scour the September issues of the Wellington newspaper in hopes of finding some reference to Brooks. But nothing turned up.
What I found was that at the beginning of September, 1921 - starting on Labor Day, Wellington hosted a Golden Jubilee and Home Coming. People came from all over for the celebrations, which featured various entertainments and pageants. It was at this event that Brooks likely danced. (A 1924 article in the Wellington paper, which appeared around the time of the Denishawn performance, mentions Brooks having given "a balloon dance at the Kansas Pageant at the Wellington Fall Festival a number of years ago.") A Wheat Festival did take place, but not until the end of September in Wichita.