How to create a report with date sales stage was changed?

Good afternoon, 

I am reaching out because I am working on creating a closed opportunity report. I was thinking of using the expected close date but I realized that people may just leave that when it was closed, either in the future and the past. I tried to use the modified date but that is not showing the accurate date. I.E. The date said 9/1 but when I looked at the actual lsdt modified date on the opportunity it was showing 9/7. How can I fix this to show the date that the sales stage was actually changed to closed?

Thank you for your help, 

Larisa Webb