The Owls had chances to take all three points from the clash at Bloomfield Road but couldn't find a way through a stubborn Tangerines backline.
Jones told reporters: "We could have had three goals in the first five minutes but the game settled down and the goalkeepers haven't had a lot to do.
"But listen, I am pleased with all of them. We will keep battling on, picking up points and we have another massive game on Saturday.
"We know we are not safe yet but we will be doing everything in our power to get out of trouble as soon as we possibly can."
Wednesday are 18th in the Championship and are three points clear of the relegation zone, with three games to play.