Sony BX1 Start disc where last viewed

[GaryT]

I have a Sony BDP-BX1 that I purchased from Costco.
I noticed that when I play most Blu-ray discs and turn the power off to the player and come back later and turn the power back on that the disc will start from the beginning. If I play a regular DVD and turn the power off to the Blu-ray player and come back later and turn the power back on, the DVD will start playing where it left off.
Is there a setting for Blu-ray player? Or is it that most Blu-ray discs do not have that capability? Or does the sequence of stopping the playing of the disc and powering off the player have anything to do with this? Any suggestions?

My goal is to be able to turn the player off and come back hours or a day later and turn the player on and resume playing the disc where I left off.

Thanks. GaryT