Remember, this is a FORD transmission.

Information on automatic transmission from Wikipedia:

Second (2 or S)

This mode limits the transmission to the first two gear ratios, or locks the transmission in second gear on Ford, Kia, and Honda models. This can be used to drive in adverse conditions such as snow and ice, as well as climbing or going down hills in the winter time. Some vehicles will automatically shift up out of second gear in this mode if a certain RPM range is reached in order to prevent engine damage.

http://en.wikipedia.org/wiki/Automatic_transmission