Each graph has center, upper control limit (UCL), and lower control limit (LCL) lines drawn. The control limits are estimates of where the "3-sigma" limits would lie for an approximately normal distribution. In practice the limits are calculated from the measured X double bar, R bar, and s bar, and table values which are based on the size of the subgroup used.
These lines are used as a guide for analysis as they are based on the natural variability of the process. These limits are not specification limits.