Sky Road: Zone 2
Red Star Ring 1: This one is very easily found at the start of the level, above a large group of rings.
Red Star Ring 2: Shortly before the robots begin spitting fire at you, this Red Star Ring will be on a raised platform right about you. The platform will collapse, so move quickly.
Red Star Ring 3: After the robots begin firing lasers at you, you'll need to jump to this lowered platform to grab the Red Star Ring.
Red Star Ring 4: You'll find this one on a raised platform above an animal cage while you're dodging lasers.
Red Star Ring 5: Just before the boss fight, the last Red Star Ring will be on a lowered platform. Double-jump to reach it.
