Stockholders' Equity Fair Value Using Black-Scholes Option Pricing Model (Details) (Granted Stock Option)	12 Months Ended
Jun. 29, 2013	Jun. 30, 2012	Jul. 02, 2011
Estimation of fair value using Black-Scholes option pricing model
Expected share price volatility, Minimum	27.49%	27.50%	24.18%
Expected share price volatility, Maximum	28.99%	29.15%	25.34%
Weighted average volatility	28.34%	28.46%	24.84%
Risk free rate, Minimum	0.62%	0.82%	1.41%
Risk free rate, Maximum	0.92%	1.27%	1.72%
Minimum [Member]
Estimation of fair value using Black-Scholes option pricing model
Expected annual dividend rate	2.43%	1.45%	1.14%
Expected term (in years)	5 years	5 years	5 years
Maximum [Member]
Estimation of fair value using Black-Scholes option pricing model
Expected annual dividend rate	2.44%	1.95%	2.00%
Expected term (in years)	6 years	6 years	6 years

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The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

+ References

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- Definition

Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 718

-SubTopic 10

-Section S99

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-Publisher SEC

-Name Staff Accounting Bulletin (SAB)

-Number Topic 14

-Section D

-Subsection 2

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The estimated measure of the maximum 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.

+ References

No definition available.

+ Details

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The estimated measure of the minimum 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.

+ References

No definition available.

+ Details

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- Definition

The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

+ References

No definition available.

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The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

+ References

No definition available.

+ Details

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- Definition

The range of expected volatilities used and the weighted-average expected volatility for an entity using a valuation technique with different volatilities during the contractual term.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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