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Derivative Financial Instruments (Details)
3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended
Jul. 03, 2011
USD ($)
Jul. 04, 2010
USD ($)
Jul. 03, 2011
USD ($)
Jul. 04, 2010
USD ($)
Jul. 03, 2011
Jan. 02, 2011
USD ($)
Jul. 03, 2011
Interest rate swap derivative assets [Member]
Fair Value Hedging [Member]
USD ($)
Jul. 03, 2011
Interest rate swap derivative assets [Member]
Fair Value Hedging [Member]
USD ($)
Jul. 03, 2011
Senior Note Due 2017 [Member]
USD ($)
Oct. 20, 2009
Senior Note Due 2017 [Member]
Derivative Instruments, Gain (Loss) [Line Items]                    
Gains recognized and recorded in earnings related to fair value hedge             $ 2,100,000 $ 1,100,000    
Interest Rate Swaps [Line Items]                    
Percentage Rate of Senior Note                 7.75% 7.75%
Interest Rate Swap Notional Amount 100,000,000   100,000,000           100,000,000  
Notional amount coincide with the terms of the non-recourse debt 50,900,000   50,900,000              
Derivative Financial Instruments (Textuals) [Abstract]                    
Number Of Interest Rate Swap Agreements     Four              
Variable interest rate payment to the same counterparties     Three-month LIBOR plus a fixed margin of between 4.16% and 4.29%              
Fair value of the swap assets included as Other Non-Current Assets 4,400,000   4,400,000     3,300,000        
Ineffective portion of Fair value interest rate swap     0              
Fixed interest rate on cash flow interest rate derivative         9.70%          
Net unrealized loss recognized in the periods and recorded in accumulated other comprehensive income, net of tax 200,000 500,000 400,000 500,000            
Fair value of the swap assets recorded as a component of other assets 1,300,000   1,300,000     1,800,000        
Ineffective portion of Cash Flow Hedge interest rate swap     $ 0