Proximity is a gestalt concept the refers to the visual tendency to group shapes together if they are close to each other. The group will generally be perceived as a single unit.

Proximity is relative to the number of shapes and the context of the shapes. In this example, one would probably describe it as an image of two shapes (cones).
It does not exhibit good proximity.

In this example, one would probably describe it as an image of two groups.
It exhibits good proximity.
(note: proximity does not require identical shapes, as in the group on the right)

Proximity in grouping of houses.

Groups of people based on proximity.
(note: there are more groups present than the two identified above)
Theodore Gericault. The Raft of the Medusa. 1819.