At the right of the selection bar, there are other selections. These might depend on the device you use.
You can always select the session. Use the drop-down menu to either select all sessions, the last session or a particular session. Sessions are grouped per month.
When the device supports different driving ranges, like the Garmin R10, you can also select the driving range for which you want to see the shot data. Click the menu button to select for which driving range you want to see the data. Default you see the data for all driving ranges combined. The Distance Range is normally the most useful if you want to look at your distances.
Note that there is a checkmark before the Other selections. This allows you to turn other selections on or off. Turning it off is the same as selecting all sessions and all driving ranges.