It's kind of like the old "you need experience to qualify for this job" conundrum. Strong quads and hamstrings protect your knee joints, but many exercises that strengthen quads are hard on knees. Happily, the world of fitness gives you more options than the job market. While there are some quad exercises you'll have to outright skip, others can be modified to put less stress on your knees. If you experience knee pain during everyday activities, consider seeing a physician before you hit the gym.
Squats sometimes get a bad rap for injuring knees. However, done properly, the standard squat that brings you to the point where your thighs are parallel to the floor should not cause injury. If you already have sore knees, you can still do squats -- even with weights -- by limiting the range of motion. That's the official way of saying don't bend your knees as much. Stop when you feel a twinge, and the next time, stop short of that. Another good option to take the stress off your knees is by placing a stability ball behind you and rolling down a wall. Again, limit your range of motion. Always keep your feet about shoulder-width apart for stability.
The leg press machine is like doing squats, only seated, so the same rules apply. Standard form is to set the seat so that your knees bend at 90 degrees. If you experience knee pain, decrease the range of motion by setting the angle at greater than 90 degrees. In addition, work at a lighter resistance weight and do more repetitions rather than working at a heavier weight and doing eight to 12 reps. An important precaution, whether your knees are healthy or not, is to never lock your knees on the press and to maintain a slow and controlled motion, never allowing the foot pad to snap back.
Squats and presses are multi-joint/multi-muscle exercises. Leg extensions focus just on the quads. Some machines allow you to limit your range of motion -- have you gotten tired of that phrase yet? Well, it's still important. This limits how much your knees bend. If the machine can't be adjusted, set your own limitations by not returning the ankle pad to the starting position. As with the leg press, don't use as much weight either. If it still hurts, skip this one and do other quad exercises instead.
Stationary and walking lunges are a staple of leg work, but if you have knee pain, it shouldn't be a staple of your workout. Avoid lunges altogether. Also, never allow your knees to overshoot your toes, even in stretching. This applies whether or not your knees hurt. Finally, one cause of knee pain is an imbalance between your quads and hamstrings. Work these muscles equally. If one is stronger than the other, meaning you could handle more weight on the leg curl than the leg extension, for example, don't increase the weight or reps for the stronger muscles until you can match it in working the weaker muscles.
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