The original Tab was wrong. It is actually Capoed on the fourth fret. It's just like the 
played in the video


C      Am               Em*     G
Lady, where has your love gone?
 Fmaj7           Dm*          C          C7
I was looking but can't find it anywhere
Fmaj7        Dm*             Em*                    A*
They always opt for when there's loads of love around
Dm*                                        Cmaj7       C
But, when you're short of some, it's nowhere to be found

C         Am            Em*            G
Well, I know your game, you told him yesterday
Fmaj7            Dm            C    C7
No chance; you'll get nothin from me
Fmaj7                 Dm*             Em*        A
But now she's there, you're there, everybody's there
Dm*                     Cmaj7               C
He's in turmoil, as puzzled as can be

        C7
Just like me
        F                Em
Lets go down, down, low down
          Am               Dm
where I know I should not go
   F                        Em
Oh and she thinks shes the one
               Am     Em
But she's just one in 24
                   F      F     F
And just cos everybodys doin' it
              Em        Em        Em
Does that mean that I can, too

Lady..............
same chords as before until you get to the brake down near the end
Am                Em             Em*  
 Dm*
Her eyes went down and cut you up
                G
And there's nothing like a dirty look from
 Am              Em             Em*   
  Dm*          G
The one you want, or the one you've lost

Then back to the same chords for the final verse

Em*  Dm*   A*
|-7-   -5-    -5-|
|-8-   -6-    -5-|
|-9-   -7-    -6-|
|-9-   -7-    -7-|
|-7-   -5-    -7-|
|-0-   -0-    -5-|