Is the statement rockies proper noun or common noun?

Based on the information given, and if "ROCKIES" is the complete statement you are working with, I would assume it is proper. (I would need a little more information to give an extremely confident answer, however.)

I would say a proper noun denotes a name or a title, such as New York City, Applebee's, Camaro. where a common noun denotes a place or thing such as town, restaurant, car.