Hi @IkjuShin,
This seems reasonable to me. Or at least we might want to clarify it somewhere in the documentation for people not already familiar with the basic ideas of SPC.
Subgroup size is literally 1 when we are calculating an overall std dev estimate. Every individual is taken in relation to the grand mean. The grand mean is assumed to be the 'best' measure of central tendency of the sample in this case, because it belongs to the entire sample. Said differently, the subgroup in this case is considered internally homogenous.

When we calculate sigma like this, we use it to compute Ppk. Ppk is usually referred to as an estimate of "Process Performance."
Subgroup size is literally 2 when we are calculating sigma based on the two-point moving ranges in a control chart, i.e. the method of successive differences as Wheeler calls it (from the bottom half of an Individuals and Moving Range Chart). This is one way of computing a "within" sample estimate of std dev, which is calculated differently than the overall std dev estimate above.
When we calculate sigma like this, we use to compute Cpk (this is one of many ways we can calculate the within std dev, depending on things like the historical reference used and the sample size). Cpk is usually referred to as an estimate of "Process Capability."

Hi,
JMP Books says like below, about Within Sigma Based on Average Moving Range
"If you do not specify a subgroup ID column, a constant subgroup size, or a historical sigma, JMP estimates the within sigma using the third method (moving range of subgroups of size two).
Within Sigma Based on Average Moving Range
Within sigma estimated by average moving range is the same as the estimate for the standard deviation for Individual Measurement and Moving Range charts", Ïst = Average Moving Range / d2(2).
It is called Subgroup Size 2, but it is expressed as Subgroup Size 1 in JMP. It may be based on Wheeler's Paper, etc., but in this case, I think it is more reasonable and clear to express it as Subgroup Size 2 rather than Subgroup Size 1.
QD 17.07 (spcpress.com)
Thanks
Ikju

