DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Information Pertaining to Outstanding Interest Rate Swap Agreements (Details) - Designated as Hedging Instrument - Cash Flow Hedging - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2021	Dec. 31, 2020
Interest Rate Swap, 3 month LIBOR plus 1.67%
Derivative [Line Items]
Notional Amount		$ 2,000,000
Pay Rate		5.979%
Effective Date		Oct. 01, 2016
Maturity in Years		5 years 3 months
Unrealized Losses		$ 408,000
Interest Rate Swap, 3 month LIBOR plus 1.67% | LIBOR
Derivative [Line Items]
Receive Rate		1.67%
Interest Rate Swap, 3 month LIBOR plus 3.35%
Derivative [Line Items]
Notional Amount		$ 3,000,000
Pay Rate		7.505%
Effective Date		Oct. 30, 2012
Maturity in Years		1 year 9 months 29 days
Unrealized Losses		$ 221,000
Interest Rate Swap, 3 month LIBOR plus 3.35% | LIBOR
Derivative [Line Items]
Receive Rate		3.35%
Interest Rate Swap, 3 month LIBOR
Derivative [Line Items]
Notional Amount	$ 15,000,000	$ 15,000,000
Pay Rate	0.668%	0.668%
Effective Date	Mar. 18, 2020	Mar. 18, 2020
Maturity in Years	1 year 5 months 19 days	2 years 2 months 19 days
Unrealized Losses	$ 93,000	$ 159,000
Interest Rate Swap, 3 month LIBOR
Derivative [Line Items]
Notional Amount	$ 15,000,000	$ 15,000,000
Pay Rate	0.79%	0.79%
Effective Date	Mar. 18, 2020	Mar. 18, 2020
Maturity in Years	3 years 5 months 19 days	4 years 2 months 19 days
Unrealized Losses	$ 17,000	$ 288,000
Interest Rate Swap, 3 month LIBOR
Derivative [Line Items]
Notional Amount	$ 10,000,000	$ 10,000,000
Pay Rate	0.53%	0.53%
Effective Date	Mar. 23, 2020	Mar. 23, 2020
Maturity in Years	1 year 5 months 23 days	2 years 2 months 23 days
Unrealized Losses	$ 41,000	$ 75,000