如何在ajax分页上使用cookies？

I found this and this demo, replacing pages with Ajax without reloading. but unfortunately, when I refresh the page. Data back from the first page again. How can I make if I had chosen page 4 and refresh the page. I'm still on page 4?

I read of some articles, I have to use cookies. But I do not understand how. Then, how?

This code jquery

$(document).ready(function() {
    $("#results" ).load( "fetch_pages.php");
    $("#results").on( "click", ".pagination a", function (e){
        e.preventDefault();
        $(".loading-div").show();
        var page = $(this).attr("data-page");
        $("#results").load("fetch_pages.php",{"page":page}, function(){ 
            $(".loading-div").hide();
        });

    });
});

What like this? document.cookie = "page=" + $(this).attr("data-page");

===== Update =====

<script type="text/javascript">
$(document).ready(function() {
    if(typeof(Storage) !== "undefined") {
        if (sessionStorage.clickcount) {
            $("#results").load("fetch_pages.php",{"page":sessionStorage.clickcount}, function(){
                $(".loading-div").hide();
            });
        } else {
            $("#results").load("fetch_pages.php");
        }
    } else {
        $("#results").load("fetch_pages.php");
    }
    $("#results").on( "click", ".pagination a", function (e){
        e.preventDefault();
        $(".loading-div").show();
        var page = $(this).attr("data-page");
        sessionStorage.clickcount = page;
        $("#results").load("fetch_pages.php",{"page":sessionStorage.clickcount}, function(){
            $(".loading-div").hide();
        });


    });
});
</script>