Annual report pursuant to Section 13 and 15(d)

DERIVATIVE LIABILITIES - Fair value of the convertible instruments granted under the Black-Scholes option pricing model (Details)

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DERIVATIVE LIABILITIES - Fair value of the convertible instruments granted under the Black-Scholes option pricing model (Details) (USD $)
Dec. 31, 2012
May 09, 2012
Dec. 31, 2011
Feb. 04, 2010
Notes to Financial Statements        
Expected volatility, minimum 89.00%   207.00%  
Expected volatility, maximum 217.00%   257.00%  
Expected term, minimum 1 year   1 year  
Expected term, maximum 4 years   4 years  
Risk-free interest rate, minimum 0.15%   0.02%  
Risk-free interest rate, maximum $ 0.72   $ 1.76  
Expected dividend yield 0.00% 0.00% 0.00% 0.00%