Often I want to know the distance in x, y, and absolute distance between points.  I can't find any way to do this currently in JMP.
 
Gnuplot has a mode where you press a key and it anchors a start point, then you can move the mouse around in the window and it shows the delta-x, delta-y, and distances of the mouse from the start point.  
 
Something like this in JMP would be very handy!