DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $)			6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	3 Months Ended	6 Months Ended		12 Months Ended
	Jun. 30, 2014 item bank	Dec. 31, 2013	Jun. 30, 2014 De-designated Hedges Fixed to 1-month floating LIBOR, one	Dec. 31, 2013 De-designated Hedges Fixed to 1-month floating LIBOR, one	Jun. 30, 2014 De-designated Hedges Fixed to 1-month floating LIBOR, two	Dec. 31, 2013 De-designated Hedges Fixed to 1-month floating LIBOR, two	Jun. 30, 2014 De-designated Hedges Fixed to 1-month floating LIBOR (with floor)	Dec. 31, 2013 De-designated Hedges Fixed to 1-month floating LIBOR (with floor)	Jun. 30, 2014 De-designated Hedges Interest rate swaps	Jun. 30, 2014 De-designated Hedges Interest rate swaps	Jun. 30, 2013 De-designated Hedges Interest rate swaps	Dec. 31, 2012 De-designated Hedges Interest rate swaps	Dec. 23, 2013 De-designated Hedges Interest rate swaps	Dec. 04, 2012 De-designated Hedges Interest rate swaps	Jun. 30, 2014 Cash flow hedges Interest rate swaps	Dec. 31, 2013 Cash flow hedges Interest rate swaps
Derivatives
Reference rate for receiving interest			1-month floating LIBOR	1-month floating LIBOR	1-month floating LIBOR	1-month floating LIBOR	1-month floating LIBOR	1-month floating LIBOR
Notional amount			$ 50,000,000	$ 175,000,000	$ 225,000,000	$ 100,000,000	$ 50,000,000	$ 50,000,000					$ 325,000,000	$ 660,000,000
Fair Value, Current portion of long-term liabilities	(1,299,000)	(660,000)			(1,299,000)	(660,000)
Fair Value, Other long-term liabilities			(613,000)	(1,897,000)			(213,000)	(62,000)
Total Fair Value															(2,125,000)	(2,619,000)
Number of U.S. and European banks which are counterparties	4
Number of swap agreements that provide for the entity or the counterparties to post collateral	0
Notional amount of derivatives expired												200,000,000
Gain recognized as a reduction to interest expense									$ 300,000	$ 500,000	$ 2,100,000