The people in this video are walking on water, but it's not pure water. It's actually a water and corn starch mixture.
When mixed, these two substances blend together and it creates a very goopy substance with high surface tension.
The substance is actually a pool of solid corn starch molecules evenly distributed through the water. So what you end up with is a substance with almost the same viscosity as dough. On the other hand, it still ripples and moves like water, or another liquid.
These molecules are what control the surface tension. If you were to sit in one place for a long period of time, you would sink in, much like quicksand, but because the people in the video are bouncing around very quickly and continuously moving, the surface tension keeps them from sinking past the molecules.