In earlier versions of IE, I used to be able to see the zone information such as “Local intranet | Protected Mode: Off” in the middle of status bar and it was very useful while troubleshooting Server Errors. This information is no longer available in the status bar starting with IE 9. It is now under Files > Properties.
It also includes other information such as Protocol, Type, Connection, Address, Size of the page and the timestamps as shown below:
Hope this helps.