Derivatives (Tables)

3 Months Ended

Mar. 30, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments [Table Text Block]

The following is a summary of the Company's interest rate swaps as of March 30, 2013:

Type	Notional Amount			Effective Date	Fixed Rate	Variable Rate
Interest rate swap	$	5,018	*	April 1, 2003 through April 1, 2013	4.54%	1 Month LIBOR
Interest rate swap	$	25,000		July 11, 2010 through May 11, 2013	1.42%	1 Month LIBOR
Interest rate swap	$	10,000		October 3, 2011 through September 1, 2016	1.33%	1 Month LIBOR
Interest rate swap	$	10,000		March 1, 2013 through September 1, 2016	1.62%	1 Month LIBOR
Interest rate swap	$	5,000		June 1, 2013 through September 1, 2016	1.70%	1 Month LIBOR

* Interest rate swap has an amortizing notional amount.

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following table summarizes the fair values of derivative instruments included in the Company's Consolidated Condensed Balance Sheets:

	Location on Consolidated Condensed Balance Sheets	Fair Value
		March 30, 2013		December 29, 2012
Asset Derivatives:
Derivatives not designated as hedging instruments:
Interest rate swaptions	Other Assets	$	—	$	—
Total Asset Derivatives		$	—	$	—
Liability Derivatives:
Derivatives designated as hedging instruments:
Interest rate swaps, current portion	Accrued Expenses	$	362	$	439
Interest rate swaps, long term portion	Other Long-Term Liabilities	572		647
Total Liability Derivatives		$	934	$	1,086

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The following tables summarize the pre-tax impact of derivative instruments on the Company's financial statements:

	Amount of Gain or (Loss) Recognized in AOCIL on the effective portion of the Derivative
	Three Months Ended
	March 30, 2013			March 31, 2012
Derivatives designated as hedging instruments:
Cash flow hedges - interest rate swaps	$	20		$	(130	)
	Amount of Gain or (Loss) Reclassified from AOCIL on the effective portion into Income (1)(2)
	Three Months Ended
	March 30, 2013			March 31, 2012
Derivatives designated as hedging instruments:
Cash flow hedges - interest rate swaps	$	(145	)	$	(156	)
	Amount of Gain or (Loss)  Recognized on the ineffective portion in Income on Derivative (3)
	Three Months Ended
	March 30, 2013			March 31, 2012
Derivatives designated as hedging instruments:
Cash flow hedges - interest rate swaps	$	—		$	—

Schedule of Other Derivatives Not Designated as Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

	Amount of Gain or (Loss)  Recognized in Income on Derivative (4)
	Three Months Ended
	March 30, 2013		March 31, 2012
Derivatives not designated as hedging instruments:
Interest rate swaptions	$	—	$	(14	)