I agree that it probably is a 9 chord, however be aware that there are a few different videos of Tear It Up Live currently on Youtube, each of which Brian Setzer plays the intro. slightly differently. As I'm not sure which video you're referring to, I'll mention that the chord could be an E9, E6, E6/9 or E played around the 12th fret, or down at the 7th fret. In one of the videos, Brian Setzer plays practically the same chord quality (i.e. 9, 6, or major) but changes to A and B as the song does as it's a blues progression. The key thing that he does in technique is either via the bigsby or by sliding the whole chord back and forth from a half-step below (i.e. E-Eb-E-Eb-E) he develops that half-step tension-resolution thing (sort of like vibratoing a note only with the whole chord). Other notable examples of this include the solo from "Built for Speed" and "Twenty Flight Rock" from the 2004 Rumble In Brixton show (Stray Cats DVD).