Control charts are widely used for process monitoring. They show whether the variation is due to common causes or whether some of the variation is due to special causes. To detect large shifts in the process, Shewhart-type control charts are preferred. Cumulative sum (CUSUM) and exponentially weighted moving average (EWMA) control charts are generally used to detect small and moderate shifts. Shewhart-type control charts (without additional tests) use only current information to detect special causes, whereas CUSUM and EWMA control charts also use past information. In this article, we proposed a control chart called progressive mean (PM) control chart, in which a PM is used as a plotting statistic. The proposed chart is designed such that it uses not only the current information but also the past information. Therefore, the proposed chart is a natural competitor for the classical CUSUM, the classical EWMA and some recent modifications of these two charts. The conclusion of this article is that the performance of the proposed PM chart is superior to the compared ones for small and moderate shifts, and its performance for large shifts is better (in terms of the average run length). Copyright © 2012 John Wiley & Sons, Ltd.