Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2012

Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Abstract]

Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]

The following table summarizes the hierarchy level the Company used to determine fair value of its interest rate swaps and related instruments as of June 30, 2012 and December 31, 2011:

	June 30, 2012		December 31, 2011		Fair Value Hierarchy Level
Assets:
Interest rate swaptions	$	279	$	197	Level 2
Liabilities:
Interest rate swaps	$	1,159	$	958	Level 2

Fair Value, by Balance Sheet Grouping [Table Text Block]

The carrying amounts and estimated fair values of the Company's financial instruments are summarized as follows:

	June 30, 2012				December 31, 2011
	Carrying		Fair		Carrying		Fair
	Amount		Value		Amount		Value
Financial assets:
Cash and cash equivalents	$	240	$	240	$	298	$	298
Notes receivable, including current portion	476		476		483		483
Interest rate swaptions	279		279		197		197
Financial Liabilities:
Long-term debt and capital leases, including current portion	75,565		78,164		68,086		68,900
Interest rate swaps	1,159		1,159		958		958

Schedule of Derivative Instruments [Table Text Block]

The following is a summary of the Company's interest rate swaps and swaptions as of June 30, 2012:

Type	Notional Amount			Effective Date	Fixed Rate	Variable Rate
Interest rate swap	$	5,270	*	April 1, 2003 through April 1, 2013	4.54%	1 Month LIBOR
Interest rate swap	$	25,000		July 11, 2010 through May 11, 2013	1.42%	1 Month LIBOR
Interest rate swap	$	10,000		October 3, 2011 through September 1, 2016	1.33%	1 Month LIBOR
Interest rate swap	$	10,000		March 1, 2013 through September 1, 2016	1.62%	1 Month LIBOR
Swaption	$	10,000		March 1, 2013 through September 1, 2016, exercisable on September 2, 2014	2.00%	1 Month LIBOR
Interest rate swap	$	5,000		June 1, 2013 through September 1, 2016	1.70%	1 Month LIBOR
Swaption	$	5,000		June 1, 2013 through September 1, 2016, exercisable on September 1, 2015	1.88%	1 Month LIBOR

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following table summarizes the fair values of derivative instruments included in the Company's Consolidated Condensed Balance Sheets:

	Location on Consolidated Condensed Balance Sheets	Fair Value
		June 30, 2012		December 31, 2011
Asset Derivatives:
Derivatives not designated as hedging instruments:
Interest rate swaptions	Other Assets	$	279	$	197
Total Asset Derivatives		279		197
Liability Derivatives:
Derivatives designated as hedging instruments:
Interest rate swaps, current portion	Accrued Expenses	$	563	$	559
Interest rate swaps, long term portion	Other Long-Term Liabilities	596		399
Total Liability Derivatives		1,159		958

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The following tables summarize the pre-tax impact of derivative instruments on the Company's financial statements:

	Amount of Gain or (Loss) Recognized in AOCIL on the effective portion of the Derivative
	Three Months Ended						Six Months Ended
	June 30, 2012			July 2, 2011			June 30, 2012			July 2, 2011
Derivatives designated as hedging instruments:
Cash flow hedges - interest rate swaps	$	(388	)	$	(259	)	$	(518	)	$	(213	)
	Amount of Gain or (Loss) Reclassified from AOCIL on the effective portion into Income (1)(2)
	Three Months Ended						Six Months Ended
	June 30, 2012			July 2, 2011			June 30, 2012			July 2, 2011
Derivatives designated as hedging instruments:
Cash flow hedges - interest rate swaps	$	(156	)	$	(137	)	$	(312	)	$	(277	)
	Amount of Gain or (Loss)  Recognized on the ineffective portion in Income on Derivative (3)
	Three Months Ended						Six Months Ended
	June 30, 2012			July 2, 2011			June 30, 2012			July 2, 2011
Derivatives designated as hedging instruments:
Cash flow hedges - interest rate swaps	$	—		$	(1	)	$	—		$	1

Schedule of Other Derivatives Not Designated as Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

	Amount of Gain or (Loss)  Recognized in Income on Derivative (4)
	Three Months Ended				Six Months Ended
	June 30, 2012		July 2, 2011		June 30, 2012		July 2, 2011
Derivatives not designated as hedging instruments:
Interest rate swaptions	$	96	$	—	$	82	$	—