DERIVATIVE FINANCIAL INSTRUMENTS (Schedule of Outstanding Derivative Instruments and Cash Collateral) (Details) (USD $) In Thousands, unless otherwise specified	6 Months Ended		12 Months Ended
	Jun. 30, 2013		Dec. 30, 2012
Fair values:
Commodity derivative assets, gross	$ 6,671		$ 1,821
Derivative liabilities	(766)		(1,530)
Cash collateral posted with (owed to) brokers	6,626		(166)
Short Positions On Outstanding Future [Member]
Fair values:
Fair value	$ 3,937		$ 1,464
Corn [Member]
Derivatives Coverage:
Derivatives Coverage	(0.90%)	[1]	0.00%	[1]
Period through which stated percent of needs are covered:
Derivative, Maturity Date	Sep. 30, 2014	[1]	Dec. 31, 2013	[1]
Corn [Member] | Short Positions On Outstanding Future [Member]
Number of contracts:
Short Positions on Outstanding Future Contracts, Number of Contracts	1,478	[2]	584	[2]
Wheat [Member] | Short Positions On Outstanding Future [Member]
Number of contracts:
Short Positions on Outstanding Future Contracts, Number of Contracts	360	[2]	0	[2]
Soybean Meal [Member]
Derivatives Coverage:
Derivatives Coverage	(1.00%)	[1]	0.00%	[1]
Period through which stated percent of needs are covered:
Derivative, Maturity Date	Dec. 31, 2013	[1]	Dec. 31, 2013	[1]
Soybean Meal [Member] | Short Positions On Outstanding Future [Member]
Number of contracts:
Short Positions on Outstanding Future Contracts, Number of Contracts	568	[2]	269	[2]

[1] Derivatives coverage is the percent of anticipated commodity needs covered by outstanding derivative instruments through a specified date.

[2] When the Company takes a short position on a futures derivative instrument, it agrees to sell the underlying asset in the future at a price established on the contract date. The Company takes short positions on futures derivative instruments to minimize the impact of feed ingredients price volatility on its operating results.