The standard deviation formula is not different for JMP. However, the standard deviation formula is not relevant for an individual moving range chart.
The standard deviation is a measure of variability that can be estimated in a number of ways. The formula that most people think of as the standard deviation is:
but this is only one way to estimate the variability. An individuals control chart, mostly for historical reasons, uses the moving range as noted in my previous post rather than the above formula. Another way to estimate the variability could be (for example) the range divided by 6.
I cannot make any recommendation on which type of chart you should use, but for comparison purposes you should make a Levey Jennings chart for each of your datasets. That type of chart does not use the moving range to estimate the variability. Instead, it uses the typical standard deviation formula. I think that chart might match your intuition on what you think the charts should look like.
Dan Obermiller