P, S, A, and M Modes (Exposure Modes) Shooting modes fall into three categories:

1.auto, scene,
2.and P, S, A, and
3.M modes.

1.In auto and scene modes the camera controls shutter speed and aperture.
2.P, S, A, and M modes are known as exposure modes and give photographers a choice as to which elements of exposure—aperture or shutter speed—they wish to control. ・
a.
Mode P (Programmed Auto) The camera automatically adjusts aperture and shutter speed for optimal exposure, but the photographer can choose from different combinations of aperture and shutter speed that will produce the same exposure. This is known as flexible program. ・
b.
Mode S (Shutter-Priority Auto) The photographer chooses the shutter speed and the camera automatically adjusts aperture for optimal exposure. ・
c.
Mode A (Aperture-Priority Auto) The photographer chooses the aperture and the camera automatically adjusts shutter speed for optimal exposure.

 Note:
that in all three modes—P, S, and A—exposure is automatically adjusted for optimal results.
・Mode M (Manual) The photographer chooses both aperture and shutter speed, providing the greatest latitude for creative expression. Choosing the wrong combination could, however, result in photographs that are too bright (overexposed) or too dark (underexposed).

 We therefore recommend using the camera exposure indicator as a guide when choosing aperture and shutter speed.

Note:
SCENE MODE is :Digital camera shooting modes and scene modes are designed to help you take properly exposed pictures. When a scene mode is used, the shutter speed, lens aperture and ISO (exposure settings) are all set automatically by the camera.

Program Mode VS Full Auto Mode:

The difference between Program mode and Full Auto mode is that 
a. in program mode, only the exposure is automatic (Shutter speed & Aperture), while other camera settings (e.g. shootingmode, exposure compensation, flash) can be set manually; 

in Full Auto mode everything is automatic.