it will take 3 rules to do the conditional formatting you are requesting first click the use a formula to determine which cells to format option

first rule =$E3<40 click format and pick your color
2nd rule =AND(($M3>39),($M3<80)) click format and pick your color
3rd rule =AND(($M3>79),($M3<120)) click format and pick your color

Below is a suggested way to keep the students grades together regardless of scores.
A B C D E F G
2 ID Student Gender Tutor Proj Mark 1 Proj Mark 2 Proj Mark 3
3 114 Student 6 M ARC 22 45 56
in this example those formulas would be placed on cells E3 down to E22 and F3 down to F22 etc
(format painter to copy and paste formulas so you do have to do a lot of typing)
by doing it this way you have several options freeze frame column D so you will scroll between the scores with cells a3 - D3 always being seen.

hope that helps