Stock Options And Warrants (Schedule Of Fair Value Assumptions Of Options) (Details) - Stock Option [Member]	6 Months Ended	12 Months Ended
Jun. 30, 2018	Dec. 31, 2017
Fair Value Assumptions Of Options - Black Scholes Model
Risk free interest rate	5.00%	5.00%
Stock volatility factor	397.00%	397.00%
Weighted average expected option life	5 years	5 years
Expected dividend yield	none	none

No definition available.

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- Definition

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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- Definition

If different dividend rates are used during the contractual term, then disclose the range of expected dividends used.

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- Definition

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

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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.

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Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (f)(2)(i)
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-Subparagraph (SAB Topic 14.D.2)
-URI http://asc.fasb.org/extlink&oid=115993241&loc=d3e301413-122809

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