Open JPEG2000 (Sentinel 2) in R

You should use the rgdal package and ensure that your version of GDAL has the JPEG2000 Driver. For instance:

library(rgdal)
Loading required package: sp
rgdal: version: 1.1-10, (SVN revision 622)
Geospatial Data Abstraction Library extensions to R successfully loaded
Loaded GDAL runtime: GDAL 1.11.2, released 2015/02/10
Path to GDAL shared files: /usr/share/gdal/1.11
Loaded PROJ.4 runtime: Rel. 4.8.0, 6 March 2012, [PJ_VERSION: 480]
Path to PROJ.4 shared files: (autodetected)
Linking to sp version: 1.2-3 

Then read in the jp2 file:

> s2a <- readGDAL('S2A_OPER_MSI_L1C_TL_SGS__20151221T173303_A002594_T29UMT_B12.jp2')

S2A_OPER_MSI_L1C_TL_SGS__20151221T173303_A002594_T29UMT_B12.jp2 has GDAL driver JPEG2000 
and has 5490 rows and 5490 columns

Check the output:

summary(s2a)

Object of class SpatialGridDataFrame
Coordinates:
  min     max
x  399960  509760

y 5690220 5800020

Is projected: TRUE 

proj4string :

[+proj=utm +zone=29 +datum=WGS84 +units=m +no_defs +ellps=WGS84 +towgs84=0,0,0]

Grid attributes: 
  cellcentre.offset cellsize cells.dim
x            399970       20      5490
y           5690230       20      5490

Data attributes:
 band1      
 Min.   :    0  
 1st Qu.:  198  
 Median :  606  
 Mean   : 1080  
 3rd Qu.: 1430  
 Max.   :28000