The range is virtually the answer to the question,
"In which interval can find all y-values of the function".
So you look at the y-axis and see that your function begins with [tex]y=-5[/tex] (including -5 because of the dot on the graph) and ends at including [tex]y=-1[/tex].
So the interval notation is,
[tex]y\in[-5,-1][/tex]
But you are asked to specify the set notation of the interval, to do so first rewrite the interval using inequality operators, say we find some y in between (and including) -5 and -1,
[tex]-5\leq y\leq-1[/tex]
To specify that this is a set use curly bracelets and a bar,
[tex]\{y\mid-5\leq y\leq-1\}[/tex].
The y before bar is a step function and everything followed after the vertical bar is the range of the step function.
Hope this helps.