Did your phone actually update, in other words download a large update and then show the grinding gears whilst the update installed, some people show they have Denim but haven't actually done the upgrade, it's a bug, there are plenty of references to it.
The best way to see you have Denim is to check the build version you have installed.
To help others answer your question it would be best to post where you are (Country), and what carrier you are on.