hong jie, speaking as a PSLE-grad, i think the base is made of a
high density material such as lead or perhaps jus stone. the base
material basically occupies onli an small % of the whole rolly
polly.
the rest, of the inside of the rolly polly, is basically empty. so
tat's why it's able to swing left right up down and still comes
back to the orignal upright position. 
