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Summary of Significant Accounting Policies (Details 3)	9 Months Ended
Summary of Significant Accounting Policies (Details 3)	Sep. 30, 2012	Sep. 30, 2011
Stock-Based Compensation
Time period of historical volatility of stock used to estimate expected volatility	6 years 7 months 20 days
Weighted-average assumptions used in the Black-Scholes option-pricing model
Risk-free interest rate (as a percent)	0.84%	2.04%
Expected volatility (as a percent)	45.78%	47.24%
Weighted-average expected life	6 years 7 months 20 days	5 years 9 months 7 days
Forfeiture rate (as a percent)	5.00%	5.00%

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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