I'm not certain you're going to obtain the results you want using a Summary Report. You may need to do it using a Matrix Report.
If you look at your current report, in the Grand Total field at the bottom, the numbers you're looking for would be the closed-won or In Production (I assume they're essentially the same?) divided by the numbers at the bottom of each of the other columns such as prospecting, value proposition, etc.
With the data shown, only 12.5% (1/8) of your opportunities are converted from prospecting stage, but 25% (1/4) are converted from value prospecting. In essence, you need to take those numbers and put them into another matrix so you can view them differently. I hope this is helpful.