These effects were achieved with a mixture of magnesium powder and flowers of sulfur. That composition can generate a shockwave if the powder is loaded into a rigid casing, but it's relatively harmless inside a couple ply of aluminum foil. I like it because it makes great clouds of sparks, and a terrific flash!
In college, I became interested in more potent compounds. Any yahoo can build hisself a fertilizer bomb or buy gunpowder from a reloading supply store, but that's just terribly terribly lame. A real explosives chemist ought to know actual chemical synthesis and be able to assemble fragile molecules from more stable stock materials. I devoted some time to the study of such matters, but in the end, I decided that high explosives chemistry is not a good hobby for someone who loves life (and freedom) as much as I do. Perhaps I will take it up again when I can afford the necessary Federal licensing fees (and better safety equipment).