All of them are stored on the browser side to provide autonomous / caching mechanisms for web applications / sites:
- local storage : simple storage with a key, data is always stored as strings. The same data is available for all pages of the domain and remains constant even after closing the browser.
- session storage : the same thing, but locally for one URL and one browser session (deleted when the browser was closed).
- SQL Database (aka WebSQL): A repository in a local database that you can access using SQL queries ... seems to be out of date since IE and Firefox said they would not implement it.
You may also soon learn about IndexedDB (now supported in IE 10, FF, and Chrome), which is kind of local / sessionStorage, but which you can use to store javascripts instead of just strings.
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