CDJ 900's in conjunction with Traktor S4 Mk2

Guys - apologies in advance if i'm asking something already covered, but i can't seem to find the 'right' answer. I have been using the S4 Mk2 (Traktor Pro 2 & Scratch) for nearly a year and wanted to see what CDJ's were all about. I know i can connect my CDJ 900's to the S4 and use it as the mixer, however, I do not see how to 'enable' the 'On Air' illumination of the jog wheels (the outer ring of light)??? Is it actually possible to have the white/red illumination on the jog wheels if not being used with a DJM 700/800/900/etc mixer??? If not, what mixer can i use to illuminate without breaking the bank pls?

The limited time i have on these, i'd prefer to be playing than reading countless forums on whether its achievable, so thank you for your replies.

Rob