Heading markup in tables

Hello all,
HTML accessibility guidelines or specs say nothing about  use of heading taggs (h1, h2, etc) for marking up group / section headings within data tables. Consider, for instance first column groups grades 1 to 12 under elementary/mid and high schools and other columns have values against the grades. 
Running down the first column with screen reading  software  will speak out the heading markup and inform the user  that the items below belong to that group. They could be marked uup with h2 or h3 and styled to maintain visual l&f.
A simple technique but I  do not see it being mentioned for making certain data tables accessible. Comments?
Sailesh Panchang
Senior Accessibility Engineer 
Deque Systems,11180  Sunrise Valley Drive, 
4th Floor, Reston VA 20191
Tel: 703-225-0380 Extension 105 
E-mail: sailesh.panchang@deque.com
Fax: 703-225-0387
* Look up <http://www.deque.com> *