You need to upgrade your pip installation because it is still using http instead of https.
The --index-url (short version: -i) option allows you to specify an index-url in the call to pip itself, there you can use the https-variant. Then you can instruct pip to upgrade itself.
sudo pip install --index-url https://pypi.python.org/simple/ --upgrade pip
Afterwards you should be able to use pip without the --index-url option.
I believe that the release 7.0.0 (2015-05-21) triggered this issue. The release note for that version states the following:
BACKWARD INCOMPATIBLE No longer implicitly support an insecure origin
origin, and instead require insecure origins be explicitly trusted
with the --trusted-host option.
You can check your pip version with pip --version.
This would mean that issuing sudo pip install --trusted-host --upgrade pip once would also solve this issue, albeit download pip over insecure http. This might also not work at all, because it is possible that the insecure endpoint is no longer accessible on the server (I have not tested this).