Installing Pillow 2.4 (pip install -I pillow) simply results in "OPENJPEG (JPEG2000) support not available".
Thus, it is needed to compile the openjpeg library 2.0 from source. For this, first lets download the openjpeg 2.0.1:
wget http://downloads.sourceforge.net/project/openjpeg.mirror/2.0.1/openjpeg-2.0.1.tar.gz
tar xzvf openjpeg-2.0.1.tar.gz
cd openjpeg-2.0.1/
cmake .
make
sudo make install
Please note that we install version of openjpeg 2.0, rather than newer 2.1. Pillow wont recognize openjpeg 2.1 either.
Assuming everything went fine, we can reinstall Pillow:
pip install -I pillow
If openjpeg 2.0.1 was detected successfully, we should get the following info "OPENJPEG (JPEG2000) support available" among others.