The sun dance could be classified as

The Sun dance is a cultural ceremony of the native Americans.

Explanation:

The Native tribes of US believe the Sun to be the giver of life so during the Sun dance they are trying to reconnect to nature and life source by celebrating the nature that they live in.

During this, people make personal sacrifices to ensure their own, their family's and the well being of the community they live in.

The customs used for such practices are far and wide and depend upon tribe to tribe but the sun dance itself is a cultural festival only.