A319 ARR TO DEN EXPERIENCED TCASII TA DURING VISUAL APCH TO RWY 35R.

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ON TUESDAY; WE WERE FLYING TO DEN. WE WERE IN AN A319. IT WAS A VFR DAY IN DENVER. WE WERE FILED ON THE DAND 4 ARR. AFTER GETTING ATIS; WE HAD PREPARED FOR A RWY 17R ARR. APPROX 100 MI OUT; ATC TOLD US TO KEEP UP THE SPD AS WE WERE LEADING A GROUP OF 6 ACFT AND WE WOULD BE #1. AS WE ARRIVED INTO THE TERMINAL AREA; THE CTLR TOLD US THAT THEY HAD JUST SWITCHED RWYS AND WE COULD EXPECT RWY 35R AND THAT THE NEW ATIS WAS XXXX AND TO ADVISE HIM WHEN WE HAD THE NEW ATIS. WE GOT THE NEW ATIS; WHICH BY THE WAY WAS STILL ADVERTISING THE RWYS 17/16; SET UP AND BRIEFED FOR AN ILS RWY 35R BACKED UP BY THE VISUAL. WE WERE HANDED OFF TO THE FINAL CTLR AT APPROX XA20 ON FREQ 125.75. THE CTLR ASSIGNED US A HDG OF 270 DEGS. THAT WAS ALL THAT THE CTLR SAID; FLY HDG 270 DEGS. AS WE WERE KEEPING THE SPD UP MY FO WANTED TO SLOW DOWN; SO I ASKED THE CTLR IF THEY NEEDED A PARTICULAR SPD. CTLR IMMEDIATELY REPLIED; NO. WE BEGAN TO DECELERATE BELOW 200 KTS. AT APPROX 2 MI FROM THE FINAL APCH COURSE; BTWN DEANE AND FRONZ; I TRIED TO GET A WORD IN TO SEE IF WE WERE CLRED FOR THE APCH; BUT TO NO AVAIL. INSIDE OF 2 MI FROM THE FINAL COURSE; WE GOT A TCASII TA. ON THE DISPLAY; I HAD A TARGET AT APPROX 11 O'CLOCK POS; 2-3 MI AND BELOW US. I WAS LOOKING OUTSIDE FOR THE TFC. STILL NO APCH CLRNC; UNABLE TO RAISE ATC AND NOW AN RA; I SPOTTED WHAT APPEARED TO BE AN RJ ON FINAL FOR RWY 35L. 'MONITOR VERT SPD.' MY FO ADJUSTED; I CALLED TCASII CLB AND THEN THE CTLR ADMONISHED US FOR FLYING THROUGH FINAL AND GAVE US A TURN. I RESPONDED THAT WE HAD NEVER BEEN CLRED FOR THE APCH. WE WERE THEN SEQUENCED IN FOR AN APCH TO RWY 35L. WHILE ON FINAL; I WAS TOLD TO CONTACT THE TWR ON LNDG AND GIVEN THE PHONE NUMBER. THE LNDG WAS UNEVENTFUL; ALTHOUGH WE WERE BOTH SHOOK UP. THIS WAS A NEW SIT FOR ME. I'VE BEEN A CAPT ON THE LINE NOW FOR A FEW MONTHS. I CALLED ASSISTANT CHIEF PLT AND TOLD HIM WHAT HAPPENED. HE ASKED FOR THE TWR NUMBER AND HE CALLED THE TWR SUPVR IN DEN. THE ASSISTANT CHIEF PLT CALLED ME ABOUT 10 MINS LATER. HE TOLD ME THAT THE DEN TWR SUPVR HAD REVIEWED THE TAPES AND THAT MY FO AND I WERE CORRECT. WE HAD NEVER BEEN ISSUED A CLRNC FOR THE APCH AND THAT THERE WAS NO LOSS OF SEPARATION FROM THE OTHER ACFT. FURTHERMORE; THE SUPVR OFFERED HIS APOLOGY FOR THE EVENT. ALTHOUGH I WAS RELIEVED AT HAVING BEEN VINDICATED; I WAS STILL SHAKEN. THE MOST CONFUSING PART OF THIS EPISODE WAS THE TCASII ESCAPE. ALL AT ONCE; ALL HELL BROKE LOOSE. TCASII TALKING TO US; ALT HORNS GOING OFF; CTLRS BARKING; INABILITY TO COMMUNICATE DUE TO FREQ CONGESTION; TRYING TO MANAGE IT ALL AND STAY CLR OF OTHER ACFT. I THINK THAT THE HUMAN FACTORS WERE THE LAST MIN CHANGE OF RWYS AND THE MANEUVERING THAT GOES ON; ON BEHALF OF BOTH THE CTLRS AND THE PLTS TO MAKE IT HAPPEN. YOU HAVE TO SHIFT GEARS FAST IN THE COCKPIT AND I BELIEVE THE CTLRS DO ALSO. I THINK THAT THE CTLR GOT SLAMMED WITH ALL OF THE ACFT COMING. COM WAS DIFFICULT WHEN WE NEEDED GUIDANCE. THEN IT WAS TOO LATE.