My Apple Status is PFS, but my phone is on its way to Louisville, Kentucky right now. This is normal. Apple is slow to update, but you can track your phone on the UPS website.
I wasn't able to track with my phone number until a few minutes ago, even though the label was apparently created on 09/21/2015. Now I can track, and looks like my iPhone will be shipped from Burlington, ON via UPS Express Saver.