Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENTS AND DERIVATIVE INSTRUMENTS (Option-Valuation Model) (Details)

v3.3.0.814
FAIR VALUE MEASUREMENTS AND DERIVATIVE INSTRUMENTS (Option-Valuation Model) (Details) - $ / shares
 3 Months Ended 9 Months Ended
Jun. 03, 2014
Sep. 30, 2014
Mar. 31, 2014
Sep. 30, 2015
Sep. 30, 2014
Assumptions used to estimate fair value          
Expected dividend yield (as a percent)       0.00%  
Share price (in dollars per share) $ 6.00        
Financing Warrant          
Assumptions used to estimate fair value          
Probability of a Capital Raise (as a percent)   0.00%      
Monte Carlo option-valuation model | Financing Warrant          
Assumptions used to estimate fair value          
Expected Life (in years)         6 years 3 months
Risk Free Rate (as a percent)         2.09%
Volatility (as a percent)         69.90%
Probability of a Capital Raise (as a percent)         0.00%
Monte Carlo option-valuation model | Financing Warrant | Minimum          
Assumptions used to estimate fair value          
Expected Life (in years)   6 years 3 months      
Risk Free Rate (as a percent)   2.09%      
Volatility (as a percent)   69.90%      
Monte Carlo option-valuation model | Senior Convertible Note Derivative Liability          
Assumptions used to estimate fair value          
Expected Life (in years)         6 months
Risk Free Rate (as a percent)         0.13%
Volatility (as a percent)         96.30%
Monte Carlo option-valuation model | Senior Convertible Note Derivative Liability | Minimum          
Assumptions used to estimate fair value          
Expected Life (in years)   6 months      
Risk Free Rate (as a percent)   0.13%      
Volatility (as a percent)   96.30%      
Probability of a Capital Raise (as a percent)   80.00%      
Monte Carlo option-valuation model | Senior Convertible Note Derivative Liability | Maximum          
Assumptions used to estimate fair value          
Probability of a Capital Raise (as a percent)   95.00%      
Black-Scholes option valuation model | Remaining warrant liabilities          
Assumptions used to estimate fair value          
Expected dividend yield (as a percent) 0.00%   0.00%    
Black-Scholes option valuation model | Remaining warrant liabilities | Minimum          
Assumptions used to estimate fair value          
Expected Life (in years) 3 years 6 months 29 days   3 years 9 months 29 days    
Risk Free Rate (as a percent) 1.25%   1.32%    
Volatility (as a percent) 64.00%   64.30%    
Black-Scholes option valuation model | Remaining warrant liabilities | Maximum          
Assumptions used to estimate fair value          
Expected Life (in years) 5 years 11 months 12 days   6 years 3 months    
Risk Free Rate (as a percent) 2.31%   2.02%    
Volatility (as a percent) 69.60%   69.80%