1996 Yukon sensor problem ?!?

I have a 1996 Yukon 4X4 with the 5.7L engine. Is there a sensor or something that can go out, that will keep it from going into gear ?
When I start it, it starts fine. No matter what I shift into I get nothing. Nothing !?!
Usually, even when the transmission is shot.... when you take it out of Park, you can here a pause, or slight change in the idle.
Not mine, it sounds like I never moved it out of park.
I think I've read almost every page under GMC, & Chevy but I haven't found anyone with this problem.
Please help,
Tim

Welcome to AF. Checked the fluid level I assume. Is it actually holding or locked in park, could be a linkage discount but somewhat unlikely.

I'm sorry, I didn't read your reply correctly. But now I have, & yes ATF is fine, and I can shift anywhere I want to. When I shift out of Park there isn't even a slight change in the idle(Or motion.)
I don't know if this has anything to do with the problem or not, but about 5 days before this problem occured.....I had a problem with my exhaust. The spot where the exhaust comes into the muffler broke. I used some balewire to hold it in place until payday. Well, while on the way home from work on payday is when it quit. I was on the freeway, it didn't make any kind of noise. The stereo was off, the window was down. The only thing I noticed was I heard the RPMs raise slightly, and I eventually rolled to a stop.