Ears hurt when listening after changing speakers

@lourdes I went thru a similar experience recently changing from Martin Logans which I had used for 20 years to Vivid B1's, a very different type of speaker and an entirely different presentation. My ears would hurt. I even went to an Ear doc as I was worried. All is fine now. I do believe it was just an adjustment period needed. The doc recommended a nasal spray to help clear the passage and that helped too. Hope you experience the same "breaking-in" period for your ears and all returns to normal. 

I get the same ear pain/ringing if I play my Quad ESL57s too loud. I can play my Spendors louder with no ill effect.

You have switched to a speaker that is too forward for your ears.
Tweaking with cables may help but my guess is you will dump
the Rockys in favor of a more polite sound. Nothing wrong with that.
Hypercusis, Tinnitus and other issues may be contributing factors but in the end you can still enjoy music with the right speakers at the right volume for your ears. 

I wonder if others have also experienced this.

Over the years, as I progressively improved my system, it seems I progressively listened at lower volumes. I still play WAR, RARE EARTH, ... loud, but not 'generally' as loud.

Perhaps these speakers are a step back, and slightly louder volumes are needed to hear the mids/imaging as prior speakers produced them, IOW something subtly different.