4 - Fair Value of Derivative Instruments	6 Months Ended
Jun. 30, 2016
Fair Value Disclosures [Abstract]
Fair Value of Derivative Instruments	The condensed consolidated balance sheet caption derivative liability includes warrants. The warrants were issued in connection with the 2005 Laurus Financing Arrangement, and the 2006 Omnibus Amendment and Waiver Agreement with Laurus. These derivative financial instruments are indexed to an aggregate of 758,333 shares of the Company’s common stock as of June 30, 2016 and December 31, 2015, and are carried at fair value. The balance at June 30, 2016 was $37,511 compared to $30,154 at December 31, 2015. The valuation of the derivative warrant liability is determined using a Black-Scholes Merton Model. Freestanding derivative instruments, consisting of warrants and options that arose from the Laurus financing are valued using the Black-Scholes-Merton valuation methodology because that model embodies all of the relevant assumptions that address the features underlying these instruments. Significant assumptions used in the Black Scholes models as June 30, 2016 included the June 30, 2016 publicly traded stock price of the Company of $0.05, the conversion or strike price of $0.10 per the agreement, a historical volatility factor of 212.94%, a risk free rate of 1.15% and remaining life 6.22 years.

4 - Fair Value of Derivative Instruments

6 Months Ended

Jun. 30, 2016

The condensed consolidated balance sheet caption derivative liability includes warrants. The warrants were issued in connection with the 2005 Laurus Financing Arrangement, and the 2006 Omnibus Amendment and Waiver Agreement with Laurus. These derivative financial instruments are indexed to an aggregate of 758,333 shares of the Company’s common stock as of June 30, 2016 and December 31, 2015, and are carried at fair value. The balance at June 30, 2016 was $37,511 compared to $30,154 at December 31, 2015.

The valuation of the derivative warrant liability is determined using a Black-Scholes Merton Model. Freestanding derivative instruments, consisting of warrants and options that arose from the Laurus financing are valued using the Black-Scholes-Merton valuation methodology because that model embodies all of the relevant assumptions that address the features underlying these instruments. Significant assumptions used in the Black Scholes models as June 30, 2016 included the June 30, 2016 publicly traded stock price of the Company of $0.05, the conversion or strike price of $0.10 per the agreement, a historical volatility factor of 212.94%, a risk free rate of 1.15% and remaining life 6.22 years.