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Side press.

Description: There is a difference with this one from the standard overhead press. An overhead press has you square under the weight and very strongly isolates the deltoid. This has you slightly turned. You should put your hip under the weight so as to engage the lats. You can just use the shoulder, but keep the weight in front of you.

Motions trained:Overhead pressing

Main muscles used: Lats and triceps on the way up, biceps and pecs on the way down and all of it requires a very strong core. This is a total body exercise. You get as much benefit from raising as lowering the weight.
   Other muscles:Deltoids, upper back.

How to do it: Get the weight to your shoulder. It should be held so that your hip is under the weight and there is structure between the weight and the floor. Be sure your abs are tight and your tailbone is underneath you. The usual weightlifter's overhead press has your shoulder in a bad position since the intent there is to have an isolation exercise. The thumb-side of your hand is pointing to the rear initially and if you like, you can rotate hand so your thumb is pointing towards you at extension. This engages the anterior deltoids too so you get all three heads of the deltoid working. Flare or tighten your lats and push the weight straight up, keeping it over your shoulder.

How to work up to it: Start with no weight and get the hip under it, then use lightweight dumbbells.  Stand in a doorway and just do an isometric exercise of trying to push on the door (tilt when you do it, just as if you had a weight). The big limiting factor with this exercise is usually not the shoulder , but core strength. A weak core means your body won't let you complete a rep, so pushing on doors is time well spent.

Ramping it up: Once you get it working, try blasting the weight straight up using your lats to power it. If you do it right, the weight will be airborn at the top and you will have to catch it then yank it down. This gives you the plyometric version.  You can also add in a bicep curl too.

Do's and don'ts: Under no conditions lean back as you will possibily hurt your back. Make sure your hip is truly under the weight since when you start moving higher poundages you might suddenly find yourself off-balance. 

Comments: A great exercise. Flaring the lats will make the weight feel really light and that, plus the root to the ground makes this a functional exercise rather than an isolation exercise for the deltoids. Oh, I normally don't do double overhead presses (both bells up at the same time) since my back does not like it; it is not possible to get into the position correctly doing it bilaterally. Handstand pushups take the place of those.

One bit of information that has come to my attention recently is from trainer Eric Cressy. he states

And, to be honest, I'm almost willing to say that adequate function of the opposite hip and ankle is more important than the isolated muscle strength of the rotator cuff.

which describes exactly what you are practicing if you do this right. His context was for training athletes who require overhead motions (football, tennis) and are very prone to shoulder problems. He wrote a book on this but most recently has come to the opinion that scapular stabilizers and thoracic mobility are much more important that the rotator cuff for shoulder work. he goes on to give this little gem

100% of shoulder problems involve scapular dysfunction, but not all shoulder problems involve rotator cuff weakness.

This version of the overhead press in conjunction with the opposing pull up works exactly what you need.

One last little comment. If you do this for higher poundages plus some form of squatting lift (e.g. back squat) you have a complete powerlifting program to help your strength. Good to know if you want to try some such program to pack on muscle.