Shock sensor value?

I have a piezo film vibration sensor from Parallax. When I measure the output by oscilloscope I get ~10 volts. However when I try to measure its voltage with Arduino I get less than 3 volts. Any idea what is causing the difference?

how do you measure it using arduino? can you explain?

Sensor is connected between analog pin and ground. Analogread max value is about 600.

Probably the capacitance of the analog pin is much greater than that of your scope (including the leads), hence the lower peak voltage. There's only that much charge the piezo produces. The larger the capacitance you put that into, the lower the resulting voltage.
The ADC has a small capacitor built in (14 pF usually) which is needed to do its job.

What is the value of the load resistor (you need one for a stable reference point).
1Megohm is common, but that depends on lowest cutoff frequency.

How many readings do you take.
Minimum read time needs to be one sinewave of the vibration you measure.
That could be hundreds, or even thousands of consecutive readings.

Post your code (use code tags).
Leo..

Which makes me wonder: do you want the magnitude of the shock, or just that there's been one?