2006 jeep grand Cherokee limited
First thing to check is the fluid, make sure it is full and not burned, if it is burned then most likely the tranny is shot. If it is full and the color is good, then check and make sure the transfer case is engaged and not in neutral, might try moving the 4X4 lever just too make sure it is in gear. If the above check good then it is a possibility that something broke inside the trans, as they do have known drum and snap ring failures. HTH
Your transmission is burnt up
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