Jordan Cutrell captured video of the couple and posted it to YouTube.
Cutrell told WITN-TV that the man entered the water with his cage first and came back out. Cutrell said the couple then went in together and that is when she started recording the scene on her phone.
In the video, a lifeguard can be seen stopping the couple and telling them what they were doing would put saving them at risk if they needed help.
Cutrell said the cages appeared to be made out of plastic and not out of something that would prevent a shark attack.