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STOCK-BASED COMPENSATION - Valuation Assumptions (Details) (Stock Options)	3 Months Ended		6 Months Ended
	Jul. 01, 2012	Jul. 03, 2011	Jul. 01, 2012	Jul. 03, 2011
Stock Options
Black-Scholes Valuation Assumptions
Expected dividend yield	0.00%	0.00%	0.00%	0.00%
Expected stock price volatility	81.00%	77.00%	81.00%	77.00%
Risk-free interest rate	0.70%	1.70%	0.80%	2.10%
Expected life of options in years	5 years	5 years	5 years	5 years

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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