A recently obtained nonlocal expression for the electron heat flux valid for arbitrary ionization numbersZis used to study the structure of a plane shock wave in a fully ionized plasma. Nonlocal effects are only important in the foot of the electronic preheating region, where the electron temperature gradient is the steepest. The results are quantified as a function of a characteristic Knudsen number of that region. This work also generalizes to arbitrary values ofZprevious results on plasma shock wave structure.