I've been to CEAGESP before on Tuesday and Friday mornings for the flower market (amazing, really worth the time to go especially if you want to decorate your apartment / house!) It's located close to Parque de Vila Lobos, a little north of Pinheiros. I've always known they have a weekend market as well but have just never managed to get there.
Well we flew in on Saturday night from our holidays, jetlagged, woke up at 4am so thought, what better time go to and check out the market!
Where the flower market usually is under the giant covered area, is replaced with dozens (i'm tempted to say hundreds) of stands selling fruit and vegetable, meats, fish, nuts, pastels (a palmito pastel and a coconut water is always a great mid-morning snack!), spices and herbs. It was SO much cheaper than my normal feira. For example, I bought small 10 mexican avocados for R3 (all together, not each!). I'm going to try and make this my regular week shop for fruit and vegetables, another option for a family outing in Sao Paulo AND it was not crowded either, this was at 8am on Sunday morning.