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Share-Based Compensation (Tables)
 6 Months Ended
Jun. 30, 2012
Share-Based Compensation [Abstract]  
Assumptions used to calculate the Black-Scholes option pricing model for stock options granted

The following table illustrates the various assumptions used to calculate the Black-Scholes option pricing model for stock options granted during the periods presented:

 

                 

For the three months ended

   June 30,
2012		     June 30,
2011		  

Weighted-average risk-free interest rates:

     —         2.66 % 

Dividend yield:

     —         —    

Weighted-average expected life of the option:

     —         7 Years  

Weighted-average expected stock price volatility:

     —         74.00 % 

Weighted-average fair value of the options granted:

     —       $ 0.88  

 

                 

For the six months ended

   June 30,
2012		     June 30,
2011		  

Weighted-average risk-free interest rates:

     —         2.51 % 

Dividend yield:

     —         —    

Weighted-average expected life of the option:

     —         7 Years  

Weighted-average expected stock price volatility:

     —         74.21 % 

Weighted-average fair value of the options granted:

     —       $ 0.89