Ann: S&P DJI Announces September 2019 Quarterly Rebalance, page-43

The document that you linked was for approved stocks to buy with margin loans. Any removal from this list would result in any existing stock owner having to pay the balance of the loan (often not possible as they essentially borrowed to buy more stock and leverage themselves) or they have to sell to pay the loan out.

Given the above (in isolation) it should result in selling pressure not buying pressure.

I can see nothing about short selling approved list.

If there is a short covering it will result in buying pressure but the document that you linked does not demonstrate/support this.

Cheers

Newbie Thomas