I'd really like to see an equivalent of Apache's mod_status where we can see detailed statistics on each connection. It could be improved as well by outputting in JSON for example.

Could you come up with a sample output of what the screen would look like? The internal concepts of apache and nginx are very different, so it is not obvious to me as to how apache's format is even suitable for nginx

An example is here: http://www.boffbowsh.co.uk/server-status.html

The key metric for us is "Kilobytes transferred this connection"

In MPM thread and prefork models, there are precreated entities for which you see statistics. Eg: Your server has 106 child processes and you individual stats for those. nginx is event driven and so there is no such concept. Workers in nginx has a very different meaning. So a scoreboard does not make sense. The closest possiblity is just giving out active connection stats (per connection).

Wondering how others are monitoring their overall real time traffic with nginx?

Is there a way to display connection and what file that connection is accessing? like
IP: File:
192.168.1.1 /var/www/index.php?index=site