Assertion:
The Tables specification says the CAPTION element should always come at the beginning of a table structure (this is to ensure proper rendering in progressive table display.) I have yet to see a browser misbehave if the CAPTION is placed say, just before the end of a table structure. It seems that as long as CAPTION is used at the same level as a table row hierarchy element, things will render fine.

CAPTION element is first element in the TABLE structure:
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This is a caption
Cell 1 Cell 1Cell 2 Cell 2
Cell 3 Cell 3Cell 4 Cell 4
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CAPTION element is last element in the TABLE structure:
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Cell 1 Cell 1Cell 2 Cell 2
Cell 3 Cell 3Cell 4 Cell 4
This is a caption
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CAPTION element is in the middle of the TABLE structure:
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Cell 1 Cell 1Cell 2 Cell 2
This is a caption
Cell 3 Cell 3Cell 4 Cell 4
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