Cash on delivery order not showing on admin

We are using cash on delivery option for our order on the site: www.dorrati.com
When customer placed the order he get the order number and email,
but we not see the order in the dashboard or pending orders.

All orders can be seen under "Missed Orders" when we run a sales >> order >> status - missed order
But the order does not show as pending on the dashboard or on sales.

I have read forums, and they are discussing about same errors on paypal and authroize.net but no forum on cash on delivery.

Can someone help ?