I would say, though I may be wrong that it's something like this:
Close-up. Very similar to table-hopping in that you're performing for one person up to a group of around 12. Imagine working at a wedding reception, moving from table to table.
Parlour I've always thought of in terms of "Victorian parlour magic", where you have a magician in a room of around 20 - 30 people and he is doing a very intimate show.
Cabaret is a short act put on alongside other performers, eg jugglers, exotic dancers (yes please), comedians, singers. So the magicians act may only be ten minutes long, but the actual show can be several hours long.
Stage is where the magician is the prime performer if not the only performer on the stage. Chances are it's the magician that people have specifically paid to see, and he/she will provide a show that may be several hours long.
Hope that's about right?!
