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Over 70% of injuries on playgrounds are a result of falls.  As children grow their body proportions change.  Feet get bigger, arms and legs longer and torsos bigger in proportion to heads.  As a result children are constantly relearning their coordination and developing new skills.  This means that they WILL FALL DOWN.  There is nothing we can do about it.  Its going to happen.  What we can do is teach them how to fall and provide a safe and predicatable place to fall.   Children are trying their bodies out on a daily basis while they play.  We provide cool climbers and slides on playgrounds - so we better provide an appropriate place to fall off of these cool climbers and slides.
Concrete, Asphalt, and dirt are not good fall surfaces.  They are really hard.  If you don't believe me, feel free to walk out in the street and fall down.  I don't think you want your kids whacking their heads on an asphalt surface.   All playgrounds should have a tested fall surface on them.  There are standards to establish what is good enough for your kids - they are set by ASTM.  Whatever you use, make sure it has been tested.  Also make sure it meets ADA guidlelines.
There are 2 basic types of surfacing available - loose fill and unitary.  Loose fill is, well, loose.  Unitary surfacing is material that won't shift - like tiles or poured in place.

 Loose Fill Surfacing

 Sand, Pea Gravel, and Wood Chips are a couple of examples.  While these work as fall surface in general, and they are cheap, none of these three choices are ADA accessible, and they have some other drawbacks.  They can hide foreign matter easily.  Cats like sand - it is a great big litterbox to them.  Pea Gravel is taken from riverbeds and you need to make sure it is cleaned or it can have glass and other matter in it.  Wood Chips will biodegrade quickly and can have a lot of bark in it.  Be very wary of free stuff you can get from municipalitiles.  This ususally comes from clean-up material so you don't really know whats in it.  Think poison ivy if you are tempted to use it.  Pea Gravel
Wood Fiber is probably the most common surfacing used.  It is cost effective, ADA accessible, and easy to install.  Certified wood fiber is made from virgin wood and has very little bark in it so it holds up well.   On the other hand it is wood and it is loose - so inevitably it will biodegrade and dig out under slides and swings.  Wood Fiber
Loose Rubber is a step up in both quality and price from wood fiber.  It does not biodegrade and less  will go a lot further.  You should use at least 6" in depth since it will dig out easily.  There are different sizes and grades of loose rubber - from simple black rubber to colored and coated ADA accessible nuggets.  

 Unitary Surfacing

Poured in Place surfacing is the most versatile unitary surfacing in terms of design and layout.  It is installed in the field using a bottom layer of rubber buffings as the resilient part and a top layer of rubber granules as a wear course.  The top layer can incoprporate a variety of colors and designs to produce an aesthetically pleasing surface.  Keep in mind that since it is not manufactured in a controlled environment - the quality and durability of the surface is only as good (or bad) as the crew that is installing it.  Make sure you use an established, well qualified crew.  Also repairs are difficult since it is a single pour.  While it is much more stable than loose fill, there are some durability issues with poured in place surfaces - especially in high wear areas - like under a swing. Also Poured in Place requires a very stable sub-base.  We would recommend concrete.   Poured in Place
Rubber Tiles are manufactured in a factory so they are consistent.  They are also more durable than poured in place since the mold they formed in creates a tighter bond with the rubber and binder.  They can be pigmented to create color - but this will eventually wear off.  EPDM Tiles use a top layer of solid color to create a long lasting and attractive color option for your tiles.  We have been supplying  Tiles for over 30 years and would be excited to work with you on your projects.  Playguard Tiles
 PlayMattaPlayguard Tiles