jsBin DEMO

CLIENT → The Browser window
clientX clientY = values (px) of the mouse position relative to the Browser's viewport boundaries.
Tip:
Even if you scroll the Document, the values are always the same
PAGE → The Whole Document
pageX pageY = values (px) of the mouse position relative to the Document most-top/left "sides".
Tip:
If you scroll the Document (i.e) vertically, pageY value changes cause it's the new mouse Top Position inside your Document.
Also it's worth noting that:
event.pageY - event.clientY === document.documentElement.scrollTop ( or jQuery's $("html, body").scrollTop() )
SCREEN → Your Screen
screenX and screenY are the values (px) of the current mouse position relative to the physical screen.
(No tip for this one ;))