| Schedule Of Fair Value Of Derivative Instruments Conversion Feature [Table Text Block] |
The fair value of the conversion feature is summarized as follows: | Derivative liability - December 31, 2012 | | $ | - | | | Fair value at the commitment date for equity instruments | | | 8,175,459 | | | Fair value at the commitment date for warrants issued | | | 96,913 | | | Fair value mark to market adjustment for equity instruments | | | 5,716,688 | | | Fair value mark to market adjustment for warrants | | | 55,275 | | | Conversion instruments exercised | | | (11,675,303) | | | Derivative liability – June 30, 2013 | | $ | 2,369,032 | | |
The fair value of the conversion feature is summarized as follows: | Derivative liability - December 31, 2010 | | $ | 622,944 | | | Fair value at the commitment date for convertible instruments | | | 6,590,351 | | | Fair value at the commitment date for warrants issued | | | 5,650,576 | | | Fair value at the commitment date for Series A, Preferred Stock issued | | | 293 | | | Fair value mark to market adjustment for convertible instruments | | | (2,293,164) | | | Fair value mark to market adjustment for warrants | | | (2,868,818) | | | Fair value mark to market adjustment for Series A, Preferred Stock issued | | | (118) | | | Reclassification to additional paid in capital for financial instruments that ceased to be a derivative liability | | | (640,826) | | | Derivative liability - December 31, 2011 | | | 7,061,238 | | | Fair value at the commitment date for debt instruments | | | 1,096,808 | | | Fair value at the commitment date for warrants issued | | | 7,526,671 | | | Fair value mark to market adjustment for debt instruments | | | (1,579,663) | | | Fair value mark to market adjustment for warrants | | | (4,345,916) | | | Fair value mark to market adjustment for Series C Preferred Stock issued | | | (59) | | | Reclassification to additional paid-in capital for financial instruments conversions and maturities | | | (4,124,387) | | | Warrant settlements | | | (5,634,692) | | | Derivative liability – December 31, 2012 | | $ | - | | |
| Schedule Of Derivative Liabilities Fair Value Assumptions At Commitment and Re-Measurement Date [Table Text Block] |
The fair value at the commitment and re-measurement dates for the Company’s derivative liabilities were based upon the following management assumptions: | | | Commitment Date | | | Re-measurement Date | | | | Expected dividends | | | 0 | % | | | 0 | % | | | Expected volatility | | | 118% - 123% | | | | 107 | % | | | Expected term: | | | 1 year | | | | 17 months – 1 year | | | | Risk free interest rate | | | 0.14% - 0.15% | | | | 0.15 | % | | |
The fair value at the commitment and re-measurement dates for the Company’s derivative liabilities were based upon the following management assumptions as of December 31, 2012: | | | Commitment Date | | | Re-measurement Date | | | Expected dividends | | | 0 | % | | | N/A | | | Expected volatility | | | 228% -251 | % | | | N/A | | | Expected term: | | | 6 months – 4 years | | | | N/A | | | Risk free interest rate | | | 0.09% - 0.72 | % | | | N/A | | The fair value at the commitment and re-measurement dates for the Company’s derivative liabilities were based upon the following management assumptions as of December 31, 2011: | | | Commitment Date | | | Re-measurement Date | | | | Expected dividends | | | 0 | % | | | 0 | % | | | Expected volatility | | | 150% -226 | % | | | 150% -226 | % | | | Expected term: | | | 0.02 – 5 years | | | | 0.02 – 5 years | | | | Risk free interest rate | | | 0.06% - 2.76 | % | | | 0.09% - 0.31 | % | | |