Equity-Based Compensation Profit Sharing and Deferred Compensation Plans (Details 1) (USD $) In Thousands, except Per Share data, unless otherwise specified	12 Months Ended
Dec. 31, 2011 Y	Dec. 31, 2010 Y	Dec. 31, 2009 Y
Black Scholes option pricing model assumptions
Estimated option life	4.79	5.02	4.70
Risk free interest rate (range), minimum	0.44%	0.99%	1.78%
Risk free interest rate (range), maximum	2.86%	2.84%	3.65%
Expected volatility (range), minimum	31.29%	34.34%	31.83%
Expected volatility (range), maximum	37.43%	41.12%	41.72%
Expected dividend rate	0.00%	0.00%	0.00%
Weighted average grant- date fair value per share of options granted	$ 230.38	$ 256.35	$ 187.10
Exercised option proceeds
Aggregate exercise proceeds	$ 108,322	$ 78,626	$ 79,157
Aggregate intrinsic value on exercise dates	$ 142,381	$ 165,007	$ 135,652

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Aggregate proceeds received by the entity during the annual period from exercises of stock or unit options and conversion of similar instruments granted under equity-based payment arrangements.

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- Definition

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.

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- Definition

The period of time an equity-based award is expected to be outstanding. An equity-based award's expected term is generally determined based on, among other factors, the instrument's contractual term and the effects of employees' expected exercise and post-vesting employment termination behavior.

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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.

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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.

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

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

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The total accumulated difference between fair values of underlying shares on dates of exercise and exercise price on options which were exercised (or share units converted) into shares during the reporting period under the plan.

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The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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