Yes, you should file a police report: what he did is a crime (assault is a crime, even without injuries) and he may be subject to criminal liability (e.g. charged and, if convicted or he pleads guilty, receive probation, jail time, and/or a fine). Also, a police report helps create a credible written record, should you need it later. You would not have a viable civil lawsuit, however, if not injured, since your can only receive compenation for actual medical costs, lost wages, if any, and "pain and suffering" if you suffered some relatively significant disability or life impairment lasting at least weeks or longer.