Invoice and Packing slip not updating with status

When I view my packing slip and invoice it only shows the initial order status and none of the additional status changes. All my orders are marked complete, show correctly on the edit orders page but the invoice still shows "Order Received" Any ideas why?

In the Configuration ... Shipping/Packing ... are two settings:

Display Order Comments on Admin Invoice
Do you want to display the Order Comments on the Admin Invoice?
0= OFF
1= First Comment by Customer only
2= All Comments for the Order

Display Order Comments on Admin Packing Slip
Do you want to display the Order Comments on the Admin Packing Slip?
0= OFF
1= First Comment by Customer only
2= All Comments for the Order

Thanks! Exactly what I needed.