Catching

What is the best way to teach 5 & 6 year old kids how to catch the ball? What do you think about tennis balls? How about tee-balls? Is it best to avoid throwing with teammates for a while and only use parents, or should you just jump in and have them throw with their teammates? I am thinking that we will start with the tee-balls thrown by parents and see how it goes. After a week or two we might graduate some of the kids to throwing with teammates and let those whose skills are less developed continue working with the parents.