On the SGS Supporting Documents page it says the following:
When a document is uploaded to the system by you or one of your referees, the status of that document will automatically change from Pending to Received. However, even after all of your documents are Received, the overall status of your application will remain Documents Pending until the graduate unit manually verifies that the file is complete.
My status says "Under Review" as well, but "Documents Pending" just means a human person on their end hasn't checked over your documents yet to make sure they're all there. Don't worry!