STOCK-BASED COMPENSATION (Details 2) (Employee Stock Option Plan)	9 Months Ended
Sep. 30, 2012	Sep. 30, 2011
Employee Stock Option Plan
Fair value of options weighted average assumptions:
Pricing model used for valuation of options	Black-Scholes
Risk-free interest rate (as a percent)	1.25%	1.95%
Expected life of options	2 years 9 months 18 days	2 years 6 months
Expected volatility of the Company's share price (as a percent)	37.52%	34.63%
Expected dividend yield (as a percent)	2.14%	0.89%

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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For each plan, identification of the award pricing model or other valuation method used in calculating the weighted average fair values disclosed. The model is also used to calculate the compensation expense that is shown within the balance sheet, income statement, and cash flow. Examples of valuation techniques are lattice models (binomial model), closed-form models (Black-Scholes-Merton formula), and a Monte Carlo simulation technique. Fair value is the amount at which an asset or liability could be bought or incurred or sold or settled in a current transaction between willing parties, that is, other than in a forced or liquidation sale. May include disclosures about the assumptions underlying application of the method selected.

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