This article is from the Aerobics Fitness FAQ, by oaktree@shell.urjet.net (Robles) with numerous contributions by others.
A warm-up helps your body prepare itself for exercise and
reduces the chance of injury. The warm-up should be a
combination of rhythmic exercise which begins to raise the
heartrate and raise muscle temperature, and static
stretching through a full range of motion. The rhythmic
exercise may be a slower version of the aerobic activity to
come. For example, you might want to walk before you jog,
or do some aerobic dance movements before an aerobic
or step class. The stretches in the warm-up should be
non-ballistic and cover all of the major muscle groups.
Always stretch the lower back before doing any lateral
movement of the upper torso such as side bends.
 
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