I'm not from the US, but this seems like a pretty serious storm. According to the news, temperatures are plummeting right now in NYC. So far 9 people have died. They really never cancel events, even when people are discouraged from driving or even going outside?
Most of the deaths were vehicular. I would guess 10-15,000 people heading to a stadium would face some issues.
They are expecting temperatures to drop well below -20 Fahrenheit, even in New York.
Biggest problem won't be the cold it self, but the warm-spike that precedes it. Whatever snow is on now will melt and suddenly freeze, creating pretty horrendous conditions.
In either case, be careful out there. If you're driving, be aware that the conditions could be much worse than what it looks like. We have a lot of this in Europe. Right now it's pissing rain in Oslo. By morning it would have frozen solid, and the roads will be like icerinks.