You've probably heard the term "pumping iron." Well, the weight plates themselves really are usually iron. The bars are usually steel, and the best ones are tempered steel. It's possible to increase strength lifting other objects such as stones or plastic weight plates filled with water or concrete. However, iron weight plates are the most convenient.
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The three power lifts are the squat, the bench press, and the deadlift. The two Olympic lifts are the snatch and the clean & jerk.