A five level deep list

LaTeX has a limit of depth of lists to save counters. However, you can clone the existing enumerate environment and increase the depth with the enumitem pacakge:

\newlist{myEnumerate}{enumerate}{6}

You then need to use \setlist to set up the counters for each depth, and use \setlistdepth{} to increase the default depth limit of 6.

Note:

• Without the use of \setlistdepth{9} a depth larger than 6 will result in:

  LaTeX Error: Too deeply nested.

• Have tested this to a depth of 15 and seems to work fine, but if you have a high list depth, you really need to reconsider the formatting of the information that you are trying to convey.

Code:

\documentclass{article}
\usepackage{enumitem}
\setlistdepth{9}

\newlist{myEnumerate}{enumerate}{9}
\setlist[myEnumerate,1]{label=(\arabic*)}
\setlist[myEnumerate,2]{label=(\Roman*)}
\setlist[myEnumerate,3]{label=(\Alph*)}
\setlist[myEnumerate,4]{label=(\roman*)}
\setlist[myEnumerate,5]{label=(\alph*)}
\setlist[myEnumerate,6]{label=(\arabic*)}
\setlist[myEnumerate,7]{label=(\Roman*)}
\setlist[myEnumerate,8]{label=(\Alph*)}
\setlist[myEnumerate,9]{label=(\roman*)}

\begin{document}
\begin{myEnumerate}
\item 1st level
    \begin{myEnumerate}
    \item 2nd level
        \begin{myEnumerate}
        \item 3rd level
            \begin{myEnumerate}
            \item 4th level
                \begin{myEnumerate}
                \item 5th level
                    \begin{myEnumerate}
                    \item 6th level
                        \begin{myEnumerate}
                        \item 7th level
                            \begin{myEnumerate}
                            \item 8th level
                                \begin{myEnumerate}
                                \item 9th level
                                \end{myEnumerate}
                            \end{myEnumerate}
                        \end{myEnumerate}
                    \end{myEnumerate}
                \end{myEnumerate}
            \end{myEnumerate}
        \end{myEnumerate}
    \end{myEnumerate}
\end{myEnumerate}
\end{document}

I realize this answer doesn't satisfy the requirement of not using itemize, but I am adding it for completeness.

Since the 5-level depth constraint also applies to itemize environments, here is an example (using the same method proposed in Peter's answer) that increases the depth for the default itemize environment:

\usepackage{enumitem}
\setlistdepth{20}
\renewlist{itemize}{itemize}{20}

% initially, use dots for all levels
\setlist[itemize]{label=$\cdot$}

% customize the first 3 levels
\setlist[itemize,1]{label=\textbullet}
\setlist[itemize,2]{label=--}
\setlist[itemize,3]{label=*}