2002 Chevy Avalanche Z71 4wd transmission problems

I have a 2002 Chevy Avalanche Z71 4wd that I think might be having some serious transmission problems. When I put it in drive and start to move it shifts through first and second pretty good but third and fourth seem like they don’t exist. It just slips and catches and then slips some more. Now, if I put it in 2nd instead of D it rides fine. I was wondering if there is some preliminary things I can do (filter, change fluid, etc.) before I take the leap into rebuilt or a new transmission?

Thats classic 3-4 clutch failure. If your fluid level is good, a rebuild is around the corner.