I created a for loop for 100 companies and plotted Bollinger bands, volume, commodity channel index, MACD, and relative strength index. For all the metrics I mentioned how can I convert that table into a table?
For loop Script:
for (stock in ls(stockEnv)){
chartSeries(stockEnv[[stock]], theme="white", name=stock,
TA="addVo();addBBands();addCCI();addSMA(20, col='blue');
addSMA(5, col='red');addMACD();addRSI();addROC()", subset='last 30 days')
}
The plot is attached. What I am trying to do is bind all the data together for the other 99 stock tickers I have into a tabular format for the metrics you see in the image. 
I found your code was sourced from this SO answer.
I think this approach should work for you.
library(quantmod)
library(data.table)
stockEnv <- new.env()
stocks <- c("AAPL","MSFT","FB")
getSymbols(stocks, src='yahoo', env=stockEnv)
datalist <- list()
for(stock in ls(stockEnv)){
table <- as.data.frame(stockEnv[[stock]])
date = rownames(table)
rownames(table) <- NULL
colnames(table) <- c("Open","High","Low","Close","Volume","Adjusted")
bound.table <- data.frame(Symbol = stock, date ,table)
datalist[[stock]] <- bound.table
}
Result <- rbindlist(datalist,fill=TRUE)
Result
# Symbol date Open High Low Close Volume Adjusted
# 1: AAPL 2007-01-03 12.32714 12.36857 11.70000 11.97143 309579900 10.39169
# 2: AAPL 2007-01-04 12.00714 12.27857 11.97429 12.23714 211815100 10.62234
# 3: AAPL 2007-01-05 12.25286 12.31428 12.05714 12.15000 208685400 10.54669
# 4: AAPL 2007-01-08 12.28000 12.36143 12.18286 12.21000 199276700 10.59878
# 5: AAPL 2007-01-09 12.35000 13.28286 12.16429 13.22429 837324600 11.47922
# ---
#8652: MSFT 2020-03-30 152.44000 160.60001 150.01000 160.23000 63420300 160.23000
#8653: MSFT 2020-03-31 159.39999 164.78000 156.56000 157.71001 77927200 157.71001
#8654: MSFT 2020-04-01 153.00000 157.75000 150.82001 152.11000 57969900 152.11000
#8655: MSFT 2020-04-02 151.86000 155.48000 150.36000 155.26000 49630700 155.26000
#8656: MSFT 2020-04-03 155.10001 157.38001 152.19000 153.83000 41212700 153.83000
These lines of code will add the Bollinger bands.
Result[,(c("dn","mavg","up","pctB")):=
apply(BBands(.SD),2,function(x){as.list(x)}),
by = "Symbol",
.SDcols = c("High","Low","Close")]
You can also easily add any of the other TTR functions results. You just need to know the columns it accepts as inputs and how many it outputs.
For MACD:
Result[,(c("macd","signal")):=
apply(MACD(.SD,type="EMA"),2,function(x){as.list(x)}),
by = "Symbol",
.SDcols = c("Close")]
Note there is a slight variation for single column outputs like CCI.
Thus, for Commodity Channel Index.
Result[,(c("CCI")):= list(as.vector(CCI(.SD))),by = "Symbol", .SDcols = c("High","Low","Close")]
Or for Relative Strength Index
Result[,(c("RSI")):= list(as.vector(RSI(.SD, maType="EMA"))),by = "Symbol", .SDcols = c("Close")]
See the help for all other TTR functions, help(SMA) for example.