FAIR VALUE MEASUREMENT AND FINANCIAL INSTRUMENTS (Details 3)	0 Months Ended	6 Months Ended
Jan. 02, 2013	Jun. 30, 2013
2011 Warrants
Assumption used to estimate the fair value of warrant liability by utilizing the Black-Scholes option-pricing model
Risk-free interest rate (as a percent)	1.20%	1.20%
Volatility (as a percent)	107.50%	126.40%
Dividend yield (as a percent)	0.00%	0.00%
Expected life	3 years 3 months 18 days	2 years 9 months 18 days
2012 Warrants
Assumption used to estimate the fair value of warrant liability by utilizing the Black-Scholes option-pricing model
Risk-free interest rate (as a percent)	1.40%	1.40%
Volatility (as a percent)	116.30%	116.60%
Dividend yield (as a percent)	0.00%	0.00%
Expected life	4 years 10 months 24 days	4 years 4 months 24 days

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Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price).

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

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- Definition

Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

+ Details

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- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

+ Details

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- Definition

Risk-free interest rate assumption used in valuing an instrument.

+ References

+ Details

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