This is what I found as to where he gave his speech from.
9:01:30PM THE PRESIDENT delivers an address to the nation
State Floor
Limited Pool Coverage (Pre-set 2:00PM; Final Gather 8:00PM – North Doors of the Palm Room)
Didn’t know we had a Palm Room. Setting was so distracting, but I did catch his State of Obama comments at the end, anything to keep Harry Reid around.