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STOCK-BASED COMPENSATION - Valuation Assumptions (Details) (Stock Options)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Black-Scholes Valuation Assumptions
Expected dividend yield	0.00%	0.00%	0.00%
Expected stock price volatility	82.00%	77.00%	74.00%
Risk-free interest rate	0.50%	1.80%	2.10%
Expected life of options in years		5 years	5 years
Minimum
Black-Scholes Valuation Assumptions
Expected life of options in years	1 year 6 months
Maximum
Black-Scholes Valuation Assumptions
Expected life of options in 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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