Derivative Liability (Tables)

6 Months Ended

Jun. 30, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Weighted-average Black-scholes-Merton Model

The derivative liability were valued at the following dates using a probability based weighted-average Black-Scholes-Merton model with the following average assumptions:

	December 31, 2015			June 30,  2016
Stock Price	$	0.001		$	0.001
Risk free interest rate		0.003	%		0.39	%
Expected Volatility		404	%		462	%
Expected life in years		0.614			0.625
Expected dividend yield		0	%		0	%
Fair Value – Warrants	$	3,658,000		$	7,283,000
Fair Value – Note Conversion Feature	$	1,015,000		$	1,336,000