How to set up my new iPhone without backing my old one up?

So I got a new iPhone 6 Plus, I had an iPhone 4S and I wanted to ask can I put all my data from the 4S on the 6+ without first backing it up on the computer/iTunes (I don't want to use iCloud). So like, go straight from the old phone to the new without doing an extra step (backing up on comp) (preferably on iTunes)

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Consumer Electronics >> Cell/Mobile Phones & Plans.

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Yes, but you won't have any of your previous data. You can set up as a New phone, which is absolutely new and won't have any user data, just the fresh, clean installed iOS with pre-installed stuff. To get your previous stuff to your new one, you need to back up.