Think of S as "4" with special branding.
![Wink ;) ;)](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
And of course there is R (racetrack) mode. Each successive step will deliver more power and hence use more battery. I tried out S and R when I first received my CCS2 but since then have never gone beyond 3. More than adequate to get me in the 25 - 30mph range.