Go to the Tracking tab of your add-on sidebar and click the Refresh Tracking button. This will refresh both the Tracking report you see in the sidebar, and the cells of the Email Tracking Status column in your spreadsheet.
Don't see the tracking tab? Don't worry. The tracking tab will appear after you have sent emails. So first you will have to click on the Mail Merge box, select/create your template, then send the emails. When your Email Tracking Status column gets filled up with "Not opened," you will see a Tracking Tab appear on your sidebar.