On the main Orders page, use the “Quick Filter” on the right side of the screen.

You can set a date range in the top cell titled “Order Date” and then in the “Shipping Statuses” cell you select “Not Shipped”.

Click the Filter button.

That should create a list with all the orders in your system with the Not Shipped status. Depending on how many are in the system it could take a couple minutes to load.

You can then click the top most checkbox to the left of the first order number in the list. That will select all the orders on the page.

Click the “Choose an Action” drop down menu and select either “Order Data Export” or “Order Totals Export”.

You could export both and see which one has the data formatted in the best way for your needs.