I don't think going to another party would help things. Rather the opposite.
The two of you really need to talk, without any expectations that there will be more play. It's important for the relationship. There's a lot of processing going on, for her and for you. Both of you would benefit from talking through your emotions, and discussing your relationship. I wouldn't advise doing anything swinging related for the time being. I doubt she's ready for that again, and she may never be. That's ok. As luv2was mentioned, you're fortunate that she was willing to go to a club with you. Relax, take your time, relish the memories of that night, and talk with her. Be completely open with her.