Yes, it's possible.
You will want to open the statistics for the Mailing, click on the Sent status (they were sent the e-mail but didn't open it) and save a Dynamic Distribution List based on the results.
Then you simply select that Distribution List in the Triggered Mailing.
However, keep in mind that there is no way to specify a grace period. So it's possible that Contacts would be sent the original Mailing and then shortly afterwards receive the Triggered Mailing -- before they've even had a chance to open it.
So you'd at least want to make sure that the first Mailing was sent out a while ago -- in which case a normal Mailing is probably better than a Triggered Mailing for the follow-up. But either way it's certainly possible to target Contacts who received but did not open a Mailing.
For more information on the steps, have a look at the following documentation page (login required): Creating Distribution Lists from statistics