START: Sit on a straight-back bench with your feet firmly planted on the floor. Begin with your elbows at shoulder level but slightly forward, forearms angled in slightly so that the inner plates of the dumbbells are directly above your delts. MOVE: With your knuckles pointed at the ceiling, push the weights straight up, stopping short of locking out your elbows. Then control the dumbbells all the way down until your upper arms are parallel to the floor or slightly lower, the weights at approximately ear level.
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The use of dumbbells gives you a much more comprehensive strengthening effect because the workout engages your stabilizer muscles, in addition to the muscle you may be pin-pointing. Without all of the belts and artificial stabilizers of a machine, you also engage your core muscles, which are your body's natural stabilizers.