In the Yom-Yom for the 1st of Elul it says: “When the Tzemach Tzedek was nine years old the Alter Rebbe told him, “I received (a teaching) from my teacher (the Maggid of Mezritch) who received it from his teacher (the Baal Shem Tov) in the name of his famous teacher (Achiyah HaShiloni), that from the second day of Rosh Chodesh Elul until Yom Kippur, one should recite each and every day during the day three chapters of Tehillim (Psalms), and on Yom Kippur thirty-six chapters: nine before Kol Nidrei, nine before going to sleep, nine after Mussaf, and nine after Neila. And whoever did not begin on the second day of Rosh Chodesh should begin on the day that he finds himself in, and complete the amount of chapters.