New Pioneer DDJ-SX2 have updated USBID preventing the default mappings from working. The old USBID 149160346 needs to be updated to 149160354.
To correct the issue, copy the default mappings from /Applications/djay Pro.app/Contents//Resources/MIDI Mappings/Pioneer DDJ-SX2.djayMidiMapping to your MIDI Mappings directory, open the file using Textmate (or similar) and updated the USBID to 149160354. Save the file, open the MIDI Configuration dialog and load the updated file.
