I've been trying to prove this and I just can't seem to figure it out. I'm just totally lost as to where to even start. I tried applying a method that was shown here but I know that $S$ does not have to necessarily be of the form $[a,b)$ (or $(a,b)$, etc.)
So I'm pretty much stuck, I'd really appreciate some help, or someone to point me in the right direction.
Thanks in advance.