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Weighted Average Assumptions Used for Fair Value of Stock Options Granted Estimated at Grant Date Using Black-Scholes Option Pricing Model (Details) (USD $)	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term	1 year 2 months	1 year 2 months
Expected volatility	46.70%	53.70%
Risk-free interest rate	0.20%	0.20%
Expected dividends	0.00%	0.00%
Weighted average fair value at grant date (in usd per share)	$ 11.17	$ 9.08

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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