You are correct - as of December 11th the DDJ-SR was certified as functional with Yosemite: http://pioneerdj.com/support/files/img/Yosemite_En.pdf
Have you tried changing the USB cable or connecting to a different USB port? What is the model of your Mac? (Go to the Apple > About this Mac > System Report > Model Identifier).
Have you verified that your SR is showing up in the MIDI section of the Audio MIDI Setup tool (found under Applications > Utilities)?