I think you did the right thing. You vented a bit, let the driver know she was wrong, and then let it go.
In NJ, ya never know what the driver is packing....I've seen 2x4 planks, even chains some out when drivers quarrel. Fortunately, I've never seen a gun come out - I think you have to go to NY for that!
And next time, you need to wear a flashing beacon that puts out 1,000 candle power! That'll get ya noticed. (Of course, it will also blind the drivers heading towards you, but I digress...)
-Z-man.