[en] The knowledge of the equations of state of helium and hydrogen in high temperature and high density ranges is necessary to design inertial fusion targets adequately. The experimental assessment of the relationship that links volume, pressure, energy, temperature and ionization in this thermodynamic domain is a real challenge. We have developed a new technique that combines static compression and dynamical compression. It is based on the generation of laser shocks in diamond anvil cells. This paper illustrates the application of the method to helium via the warm dense matter (WDM) technique that is well adapted to highly compressible fluids. It appears that the WDM technique needs to be refined. (A.C.)