Did I burn up my tranny?

[Zom]

I got my wifes 96 Neon stuck in the snow. I tried forever trying to get it out shifting from drive then backing up. (auto transmission)I made sure that the tranny went into gear each time and didnt shift fast.No luck. I got pulled out of the snow today and when I drove the car it would not shift out of first. Is it possible that it is so cold that it is frozen? The fluid is up to level Any answers would be appreciated.