The JMP help notes that JMP implements the methods from Nelson, et. al (2003). link to JMP ANOM help
The methodology in the Nelson book differs slightly from Wheeler's, for instance the measure of error differs. Therefore, the ANOM decision limits calculated in JMP will differ from those in the Wheeler book. You can find the Nelson ANOM book here (ANOM Book ).
For the equal case for means the decision limits are: