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Assumptions Used in Calculating Fair Value of Options by Black Scholes Option Pricing Model (Detail)	6 Months Ended
	Jun. 29, 2012
Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items]
Risk-free interest rate	0.36%
Dividend yield	0.00%
Volatility	396.00%
Expected life (in years)	3 years 6 months

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.

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