Well, it does appear you have it connected correctly. A could you please post the specific code you are uploading to your arduino?
The coding is probably fine because you are using the example, but, just in case.
I would try this, in this order
-
A different pin, maybe pin six on your arduino is bad
-
Hook up the other end of the strip data to the arduino. It looks like you got it right, but some times looks are deceiving a and it won't hurt to try
-
cut the first pixel off, if the first pixel is bad, none of them will work.
make sure the lights ground and the arduino ground are definitely connected, the strip won't work without that connnectionl