Ernie Els was two shots behind in the 12-man field at the Gary Player Country Club.
'I'm not too far off playing great golf again,' said Els, who is aiming for a record fourth title at Sun City and the $1.2 million prize. 'I'll try to make more putts from tomorrow, and I think I can get four rounds under 70 -- which might be enough to win.'
Els won in 1999, 2000 and '02, and is trying to surpass other three-time winners Nick Price and David Frost.
Immelman made birdies on the first four holes on a course softened by rains over the last week. The South African topped that with an eagle 3 on the ninth to turn in 6-under 30. But he couldn't maintain the momentum and dropped shots on 11 and 12.
Scott birdied the third and the ninth on the way out, then picked up two more on 10 and 12 before recording an eagle 3 on the 14th. The Australian dropped one shot on the 15th after finding the rough on the left with his tee shot.
Els was playing with new clubs.
'The irons are great,' Els said. 'But it was my long game that was quite good, and that helped me get quite a lot going on out there.'
Els said his round was hurt by poor putting.
'I left four or five birdies out there from inside 12 feet, so I really have to pull myself together in that part of my game,' Els said. 'If I had made my putt on the first, I could have had a very different round.'
The English duo of Justin Rose and Luke Donald each had 4-under 68. Donald shot 32 on the final nine, including four birdies.
They were a shot clear of Els and Australia's Geoff Ogilvie.
Rory Sabbatini, making his first appearance in the field, had a shot from the 10th hole fairway bunker clip the lip and rebound to hit him. The South African took a two-shot penalty, and he slumped to a 40 on his final nine for a 4-over 76 and last place.
Three other players -- former U.S. Open champion Retief Goosen, fellow South African Charl Schwartzel and Niclas Fasth of Sweden -- stayed just ahead of Sabbatini with 74s, while Stewart Cink shot a par 72 to tie with Henrik Stenson of Sweden.