Hi,
It seems to me like you have a grounding issue or a ground-loop somewhere. Try connecting only the SX2 to the speakers (no computer, no other devices) with both being plugged in to the same electrical circuit, and see if the hum exists. As this is the minimum device configuration, if the hum can be heard here, it's one of these two devices causing the problem.
If it's not, then start connecting other devices one at a time, starting with your computer. It could well be that you find the computer adds the hum, but only when the power cord is connected, so if it's a laptop, try without the power (USB to the DDJ-SX2 only).
Again, if this doesn't cause the issue, please continue adding devices until you're able to determine the source of the problem.