1.
Select Help > Sample Data Library and open Iris.jmp.
2.
Select Graph > Scatterplot Matrix.
3.
Select Sepal length, Sepal width, Petal length, and Petal width and click Y, Columns.
4.
Select Species and click Group.
5.
Initial Example Using a Grouping Variable
6.
From the red triangle menu, select Density Ellipses > Density Ellipses.
7.
From the red triangle menu, select Density Ellipses > Shaded Ellipses.
Example of a Scatterplot Matrix with Ellipses

Help created on 9/19/2017