Not sure if this helps, but the bottom right hand the main Armory window reads: "Connected (495245)".
That is the number of the latest block added to the blockchain, currently 499942 (see
https://blockchain.info/).
It looks like your bitcoin core is not all caught up yet.
Your coin is safe at the address the exchange sent it to, it's just not showing up in Armory because core is not synched up.