Adjust labels in CartoDB choropleth legend

You can customize the legend by clicking that little </> button in the upper right of your included image, which lets you edit the HTML of the legend widget. (Note: Making legend changes in the wizard afterward may overwrite your custom changes, so copy them to a Notepad file or elsewhere if you plan on tinkering with it further.)

Using HTML and inline CSS, you can then add additional colors (and use colors outside the presets) and custom intervals/labels.

It does get a bit messy because you have to interact with the default CartoDB styles for the legend. For complete control over the look, you can use CartoDB.js instead of the CartoDB editor.

Perhaps the custom legend I'm showing in this map is useful for you: http://bl.ocks.org/iriberri/5b2c5b9001b48ee11f7e

The code is as follows (notice you can copy&paste it in the custom HTML option for legends in the CartoDB Editor):

<div class='cartodb-legend density'>  
<ul>
  <li class="min">
  Percent %
  </li>

  <li class="graph leg" style="border-radius: 0; border:none">
  <div class="colors">
    <div class="quartile" style="background-color:#FFFFB2"></div>
    <div class="quartile" style="background-color:#FECC5C"></div>
    <div class="quartile" style="background-color:#FD8D3C"></div>
    <div class="quartile" style="background-color:#F03B20"></div>
    <div class="quartile" style="background-color:#BD0026"></div>
  </div>
    <div class="colors" style="font-weight:normal; text-align: center">
    <div class="quartile" style="padding-top: 5px" >[0-20]</div>
    <div class="quartile" style="padding-top: 5px" >[20-40]</div>
    <div class="quartile" style="padding-top: 5px" >[40-60]</div>
    <div class="quartile" style="padding-top: 5px" >[60-80]</div>
    <div class="quartile" style="padding-top: 5px" >[80-100]</div>
  </div>
  </li>
</ul>
</div>