Thanks Hyder. Indeed I'm now able to check on the hit depth for pages only. However, when I try to check on the hit depth for other actions, such as downloads, internal searches, etcetera, there's no data in the pageDepth report. I'm try to recreate full paths for specific visitors.
In Analysis Workspace this report is called Hit Depth and it can tell the Hit Depth for any event. Do you know if this report or something similar is available from the API?