That sounds like an "immune" trigger client bug.
Did you try to cast something on a Golem or a Wolfen with Mist Ring on ?
Or maybe made a ranged attack against a Wolfen with Ice Ring on ?
Some others leads would be:
- attacking a unit with the "Survival Instinct" attribute, that would cancel all damages dealt to him 15% of the time.
- attacking a full life Rune Guardian with "Mortal Insolence" would trigger the same kind of feedback (though it is an unlikely situation, but it might happen).
We'll investigate, but it is very likely that it is something like that: a client bug displaying "Parry" instead of "Immune".
EDIT : ninja'd by Deep Blue