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STOCK-BASED COMPENSATION (Assumptions Utilized for Estimating Fair Value of Option Grants) (Details)	9 Months Ended
	Dec. 29, 2012	Dec. 31, 2011
Stock Options Black-Scholes assumptions (weighted average):
Volatility	26.94%	27.95%
Expected life (years)	4 years 11 months 19 days	4 years 10 months 24 days
Risk-free interest rate	0.72%	1.12%
Dividend yield	0.00%	0.00%

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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