2000 Saturn L300 Service engine light on and no error code

My saturn runs fine but the service engine light is on. I have a code reader and when I connect it NO error codes are reported. I reset the light and after driving about 10 miles the light comes back on.

I recheck for codes and still have none. After this started I changed fuel, oil, and air filters (they were due for it anyway). I also made sure the gas cap was on properly. I still have the same problem.

Thanks Dave