DERIVATIVE INSTRUMENTS (Details Textual) (USD $)	1 Months Ended	3 Months Ended			6 Months Ended
	Nov. 30, 2009	Jun. 30, 2012	Jun. 30, 2011	Sep. 30, 2009	Jun. 30, 2012	Jun. 30, 2011	Dec. 31, 2011	Aug. 01, 2009
Net loss on derivative instruments		$ 2,000	$ 165,000		$ 38,000	$ 221,000
Interest Rate Swap Agreements [Member]
Net loss on derivative instruments		2,000	165,000		38,000	221,000
Notional Amount of Previously Designated Cash Flow Hedge Instruments								125,000,000
Derivative, Description of Variable Rate Basis	(LIBOR) plus a range of 1.65% to 2.25
Interest Receivable		30,000			30,000		36,000
Interest Payable		62,000			62,000		72,000
Other Comprehensive Income (Loss), Reclassification Adjustment on Derivatives Included in Net Income, Net of Tax				4,600,000
Notional Amount		25,000,000			25,000,000		50,000,000
Fair Value		0			0		1,400,000
Customer Interest Rate Swap Agreements [Member]
Notional Amount		14,428,000			14,428,000		47,240,000
Fair Value		172,000			172,000		441,000
Interest Rate Lock Commitments [Member]
Fair Value		3,100,000			3,100,000
Forward Commitments To Sell Mortgage Backed Securities [Member]
Fair Value		$ (1,200,000)			$ (1,200,000)		$ (729,000)