A phishing attack is one where a malicious web site tries to fool you into typing confidential information into the web page, and thus disclosing it to the attacker. They might try to get you to enter usernames, passwords, credit card numbers, SSNs, bank account numbers, or any variety of other personal details. If you didn't type anything into that web page, you are safe from phishing.
It still might have been some other sort of attack, e.g., a drive-by download (where the website tries to exploit some vulnerability in your browser), a social engineering attack (where the website tries to trick you into installing some software), a clickjacking attack (where the website tries to trick you into clicking on something, which the browser interprets differently than you intended), or something else.
If you are running a fully up-to-date version of your browser and associated software (Flash, PDF viewers, Java, Quicktime, etc.), then you probably are relatively safe from drive-by downloads. If you want to check whether your software is up-to-date and fully patched, download Secunia PSI; it is great for this.
As far as social engineering attacks, if you didn't click OK on any dialog boxes, you're probably OK there. You probably don't have to worry about clickjacking attacks: that is the responsibility of the websites who would be affected, and most major websites protect their users.
If you are very concerned, you can always change your password for Facebook, Gmail, and your local web site. However, personally I wouldn't bother unless I had some reason to believe that one of the above attacks might have been successful.