if you jumped from CS4 to CS6 then Align to Pixel Grid is probably the problem, turn it Off and see if it works.
I'm on CS5 and the smallest increment I'm allowed to set is 0.0001 px
use this small script to see if anything is happening after nudging
select something before running
var idoc = app.activeDocument; var sel = idoc.selection; alert("selection X : " + sel.left + " points\rselection Y : " + sel.top + " points");