As audible in the first 27 seconds of this video, and frequently heard on the intellectual powerhouse that is TV show Take Me Out, people make this whooping whistling cheering noise – generally in vaguely hedonistic situations.
Does it have a name?
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Some sources refer to this noise as the “disco call.” For example, it appears in the index of Turn the Beat Around: The Secret History of Disco as “‘Whoop! Whoop!’ (disco call),” and the Beastie Boys refer to it in their song “Shake Your Rump”:
Oowah, oowah is the disco call
It looks like the the sound may have originally been referred to as a disco call, then later as the disco call, perhaps because it's the best-known example.
I believe that since you seem to be talking about a very specific sound people have been making only in the past few decades, an onomatopoeia might suit your needs better. I think a simple "whooOop - whooOOP" would probably work in context.
The people that clap/whistle at performances are called a claque, but i don't know exactly if there is a word for exactly what they do. If there isn't, I think someone should invent a new word. Words that describe the question more generically might be: clap, whistle, wolf-whistle, cheer, enthusiastic support, roar of the crowd, etc..