I had two teeth extracted 2 weeks ago. The sockets stillbleed here and there and there is pus also. It still hurts pretty bad. Are the sockets supposed to be healing by now?

Go see the doctor. The holes can take weeks to fill in. However having severe pain is unusual 2 weeks out. Maybe there is an infection present. Also is there an adjacent tooth that has a cavity? Sometimes this other tooth may be causing the pain. However see the doctor that removed the tooth.
Not normal. You should see your dentist for a follow up exam. The holes should be beginning to close (but not completely at two weeks), but there should not be bleeding and certainly not pus. You may have a dry socket and/or infection. See someone soon.
Infection? You may have some infecdtion typr process going on. Make sure there are no food particles in the sockets. You may need an antibiotic. See your doc.