The sky.

Atlas Holding Up The World

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Yes; Atlas was the greek Titan holding up the Universe. As a punishment for his part in the war against the Olympians. Zeus sentenced him to stand at the Western edge of Gaia (the Earth ) and hold up Uranus ( the Sky ) on his shoulders, to prevent the two from resuming their primordial embrace. In some versions, Heracles pitied Atlas and decided to built the two great ‘Pillars of Heracles ‘, liberating Atlas much as he liberated Prometheus.

Wikipedia agrees with your teacher.

“Atlas along with his brother Menoetius sided with the Titans in their war (known as the Titanomachy) against the Olympians. His brothers Prometheus and Epimetheus weighed the odds and betrayed the other Titans by an alliance with the Olympians. When the Titans were defeated, many of them (including Menoetius) were confined to Tartarus, but Zeus condemned Atlas to stand at the western edge of the earth and hold up the Sky on his shoulders, to prevent the two from resuming their primordial embrace.

A common misconception is that Atlas was forced to hold the earth on his shoulders, but this is incorrect. Classical art shows Atlas holding a Celestial Sphere, not a Globe.”

you see in greek mythology the sky was the universe because uranus was described as the starry sky and so the whole universe is everything except gaia(the earth) since she created him. and after the titanomachy the sky/cosmos/universe was so damaged that it needed someone to support it so zeus gave atlas the task to hold it for 2 reasons first because atlas was leading the titans in the titanomchy so that should be his punishment and secondly because the sky needed someone to support it. another point is if you see atlas holding a ball it doesnt mean he is holding the earth it means he is holding the celestial sphere thus holding the whole universe on his shoulders.

I have seen it written as he is holding the heavens. I found this as well…

In one tradition, Atlas led the Titanes in a rebellion against Zeus and was condemned to bear the heavens upon his shoulders. In another, he was said to have been appointed guardian of the pillars which held earth and sky asunder.

And so Atlas resumed his role as the tireless Titan who supported the sky on his shoulders.

The “meaning” of heavens refers to the sky or the area above the earth where the “heavenly bodies” are placed.

I guess your teacher might be correct!