STOCK PLANS (Details 3) (USD $)	12 Months Ended
Dec. 31, 2013
Assumptions used in the Black Scholes option pricing model
Expected volatility	51.00%
Expected dividend yield	2.50%
Expected term (in years)	6 years
Risk-free interest rate	1.36%
Exercise price (in dollars per share)	$ 15.98

The weighted average fair value at grant date for nonvested equity-based awards issued during the period on other than stock (or unit) option plans (for example, phantom stock or unit plan, stock or unit appreciation rights plan, performance target plan).

+ References+ Details

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References+ Details