This is a modified version of nischi's Shapeoko pen holder, with mounting holes to fit the Shapeoko 2. Also, I modified the pen holder a bit to make it fit a standard Sharpie that is about 12mm in diameter.
Lastly, I added a couple of tabs at the bottom in case someone wants to attach a rubber band and give some downward pressure on the pen.
You can see nischi's original version here: http://www.thingiverse.com/thing:47696
Printed on a Makerbot Replicator 2 using standard settings. An M3 screw is used to tighten around the sharpie if desired. M5 screws can be used in the slotted holes to attach to the Shapeoko 2 tool mount.