Derivatives (Tables)

9 Months Ended

Sep. 28, 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 September 28, 2013:

Type	Notional Amount		Effective Date	Fixed Rate	Variable Rate
Interest rate swap	$	10,000	October 3, 2011 through September 1, 2016	1.330%	1 Month LIBOR
Interest rate swap	$	10,000	March 1, 2013 through September 1, 2016	1.620%	1 Month LIBOR
Interest rate swap	$	5,000	June 1, 2013 through September 1, 2016	1.700%	1 Month LIBOR
Interest rate swap	$	25,000	September 1, 2016 through September 1, 2021	3.105%	1 Month LIBOR
Interest rate swap	$	25,000	September 1, 2015 through September 1, 2021	3.304%	1 Month LIBOR

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
		September 28, 2013		December 29, 2012
Asset Derivatives:
Derivatives designated as hedging instruments:
Interest rate swaps	Other Assets	$	209	$	—
Total Asset Derivatives		$	209	$	—
Liability Derivatives:
Derivatives designated as hedging instruments:
Interest rate swaps, current portion	Accrued Expenses	$	327	$	439
Interest rate swaps, long term portion	Other Long-Term Liabilities	879		647
Total Liability Derivatives		$	1,206	$	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						Nine Months Ended
	September 28, 2013			September 29, 2012			September 28, 2013			September 29, 2012
Derivatives designated as hedging instruments:
Cash flow hedges - interest rate swaps	$	(674	)	$	(230	)	$	(275	)	$	(748	)
	Amount of Gain or (Loss) Reclassified from AOCIL on the effective portion into Income (1)(2)
	Three Months Ended						Nine Months Ended
	September 28, 2013			September 29, 2012			September 28, 2013			September 29, 2012
Derivatives designated as hedging instruments:
Cash flow hedges - interest rate swaps	$	(84	)	$	(155	)	$	(357	)	$	(467	)
	Amount of Gain or (Loss)  Recognized on the ineffective portion in Income on Derivative (3)
	Three Months Ended						Nine Months Ended
	September 28, 2013			September 29, 2012			September 28, 2013			September 29, 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				Nine Months Ended
	September 28, 2013		September 29, 2012		September 28, 2013		September 29, 2012
Derivatives not designated as hedging instruments:
Interest rate swaptions	$	—	$	5	$	—	$	87