Share-Based Compensation (Details) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
Assumptions used to calculate the Black-Scholes option pricing model for stock options granted
Weighted-average risk-free interest rates:	0.00%	2.66%	0.00%	2.51%
Dividend yield:	0.00%		0.00%
Weighted-average expected life of the option:	7 years	7 years	7 years	7 years
Weighted-average expected stock price volatility:	0.00%	74.00%	0.00%	74.21%
Weighted-average fair value of the options granted:	$ 0.00	$ 0.88	$ 0.00	$ 0.89

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The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

+ References

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- Definition

Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

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-Name Staff Accounting Bulletin (SAB)

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-Section D

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

+ References

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- Definition

The range of expected volatilities used and the weighted-average expected volatility for an entity using a valuation technique with different volatilities during the contractual term.

+ References

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- Definition

The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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