A native of Bowers Beach, Delaware, Rocky is the son of educators and the youngest of four brothers. As an undergraduate, Rocky attended Wesley College (Dover, DE), where he maintained a 4.0 GPA in Biology while also playing intercollegiate football. He was a two-time All-America selection at defensive back and, as a senior, was one of fifteen college football players from across the nation to be named a National Football Foundation and College Football Hall of Fame Scholar-Athlete. Following his senior season, Rocky was also the recipient of The Gagliardi Trophy, awarded to the National Player of the Year for DIII College Football. He was the first defensive player to ever receive that honor. After Rocky graduated Summa cum Laude from Wesley College, he attended Widener University School of Law. While at Widener Law, Rocky secured internships with the Chief Justice of the Supreme Court of Delaware, as well as the Delaware Attorney General's Office. He graduated from Widener Law School with Honors and, upon receiving his Juris Doctor, moved to Los Angeles to pursue an acting career.