Your Confidence column is numeric. Therefore, the whole column can contain only valid numeric values. When you run your formula, it the results you generate are character strings, "0-30" or "31-60" or "61-100". Because your column is defined as a numeric column, JMP will be forced to try and convert the resulting character string to numeric which will result in a missing value. What you need to do, is to create a new column, declare the column as a Character column, and then use your formula to calculate the values.
Jim