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Stock Plans (Schedule of estimated fair value of stock options granted and the assumptions used for the Black-Scholes option-pricing model) (Details) (USD $)	12 Months Ended
	May 26, 2013	May 27, 2012	May 29, 2011
STOCK PLANS [Abstract]
Estimated fair values of stock options granted	$ 3.65	$ 5.88	$ 4.12
Assumptions:
Risk-free interest rate	1.60%	2.90%	2.90%
Expected term	9 years	8 years 6 months	8 years 6 months
Expected volatility	17.30%	17.60%	18.50%
Dividend yield	3.50%	3.30%	3.00%

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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