XML 22 R57.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative Financial Instruments (Details 3) (Monte carlo simulations [Member], Series G Convertible Preferred Stock [Member], USD $)
 6 Months Ended 12 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Dec. 31, 2011
Sep. 30, 2011
Significant assumptions utilized in valuation technique        
Quoted market price on valuation date $ 3.725   $ 2.74 $ 3.13
Contractual conversion rate $ 1.78   $ 1.78 $ 1.78
Implied expected term to maturity 3 months 29 days 8 months 27 days 5 months 16 days  
Market volatility:        
Equivalent volatility 51.70% 67.40% 74.10%  
Market Risk Adjusted Interest Rate [Abstract]        
Equivalent market-risk adjusted interest rate 20.30%   15.30% 12.40%
Credit risk adjusted yield rate:        
Equivalent credit-risk adjusted yield rate 1.40%   3.10% 2.30%
Minimum [Member]
        
Market volatility:        
Range of volatilities 46.50% 61.80% 49.50%  
Market Risk Adjusted Interest Rate [Abstract]        
Range of rates (including premiums) 18.00%   13.00% 8.00%
Credit risk adjusted yield rate:        
Range of rates 1.40%   3.10% 2.20%
Risk free rates using zero coupon US Treasury Security rates:        
Range of rates 0.40%   0.12% 0.19%
Maximum [Member]
        
Market volatility:        
Range of volatilities 72.90% 71.90% 101.80%  
Market Risk Adjusted Interest Rate [Abstract]        
Range of rates (including premiums) 35.00%   32.00% 32.00%
Credit risk adjusted yield rate:        
Range of rates 3.30%   3.70% 3.30%
Risk free rates using zero coupon US Treasury Security rates:        
Range of rates 0.10%   0.25% 8.10%