Regarding your followup question, technically speaking you can place the control limits (as @txnelson notes) anyplace you desire. So now the questions becomes which value and on what basis did you determine those limits? One of Dr. Deming's famous rhetorical questions he always encouraged those of us in quality to ask is "By what method?" And he was serious. JMP uses the tried and true methods originally developed by Walter Shewhart (for the xbar/R charts and others) so you would have a defensible answer to that question. Otherwise, you are picking some other method. Now the question becomes, "On what basis is your method desirable over other methods?" Shewhart's methods were built on the concept of seeking to find an economic balance of making Type I and Type II errors in a system. If you can substantiate that YOUR limits find that economic balance then go for it. If not...I don't see a rational reason to use limits other than those found in JMP using a typical Phase I control chart study.
Others may feel differently...