A depth jump is a plyometric exercise were you jump off a box and then immediately up to use the stretch shortening cycle and increase power.
But how is that useful for the swing? In a baseball swing the hips will extend in the end,especially the front hip. There is a great post about this by Jeff Albert on Eric cresseys Site.
http://ericcressey.com/hip-extension-and-rotation-in-the-baseball-swing
However many kids do make the mistake of standing up as soon as they land causing them to lose spine angle, weaken hip rotation and all kinds of other bad stuff. In Golf that is called losing the tush line, the hips come forward to the ball instead of staying back (back as in away from the ball, not away from the target)
I watched another golf video today that I found helpful. It stated to sit down a little more into the legs and hips as you start the hip turn, basically you turn like you would turn while sitting on a swivel chair. Then only after the hips have turned already a big part of the way you allow the hips to extend to get that proper posture at contact with a slight rearward spine tilt.
That video and a drill by Bobby Tewksbary on his blog he called the jump drill inspired me to a drill to train that.(BTW definitely sign up for hitting Dailey if you are serious about hitting)
The drill is a little different than tewks drill in that you land with both feet in quick succession and immediately start to turn.
Basically that drill combines a depth jump with a quarter turn of the hips. You are jumping up and slightly forward. During the jump the hands load slightly back and you land with the rear leg first. As soon as you land or actually a millisecond before you land the front foot) you swing, you start to turn the hips (while keeping the hands pulling back) and continuing to bend the hips and legs. When the hip turn is about 3/4 finished you explosively extend the hips and slide the back foot forward a little. That extension feels like you are pulling the head a little toward the catcher while you finish the shoulder turn (the head is not actually moving back but without that extension the head will often continue forward and you lose posture and “lunge”.
Advanced players can coil the hips slightly back as the take off the ground to simulate the coiling in the real swing.
Here is the drill:
Slow motion